The main objective of this seminar is to develop the skills needed to do work in the industry or research with financial data. The seminar will start with a semester of theoretical foundation in statistics and probability. In the second semester, the students will learn how to use R, and code the estimators theoretically derived in the first semester. In the second year, each student is expected to choose a project related to the field of financial econometrics, and to make a report and a final presentation to the class. In addition, the student is expected to discuss about the advancement of the project regularly during the year. The presentation can include theory, numerical simulations and/or data analysis.