The main features, organization and educational program of the six semester econophysics B.Sc. course at the University of Wrocław is given. The course started in October 2002. It is one of the first interdisciplinary undertakings of that kind in the world. After obtaining B.Sc. degree in physics, students may continue the economic training for next two years in the Department of Economic Sciences to get Master of Economy (M.E) diploma. First graduates left our university this year. In my talk I will also compare advantages and disadvantages between two different ideas of econophysics training - as the B.Sc. course (Wrocław University) and M.Sc.course (Warsaw University)

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1. The impact of heavy tailed asymmetric and symmetric probability distributions on spurious multifractallity
2. Asymmetry of price returns - analysis and perspectives from non-extensive statistical physics point of view
3. Report on Foundation and Organization of Econophysics Graduate Courses at Faculty of Physics of University of Warsaw and Department of Physics and Astronomy of the Wrocław University
4. Methods of non-extensive statistical physics in the study of chosen companies from the Polish and Portuguese stock markets treated as example of complex financial system
5. Where and how is multiscaling hidden in real time series? A case of financial data
6. Multifractality of nonlinear transformations of monofractal signals with application in finances
7. New unbiased measure of multifractality and its application to multifractal assymetry in finances
8. Multifractal background of monofractal finite signals with long memory
9. On the Zipf strategy for short-time investments in WIG 20 futures 
10. Multifractal dynamics of stock markets - study of developing and developed financial stocks.
11. Global and local approach in description of complex phenomena on the Polish stock market
12. The log-periodic oscillations and local fractal properties of the WIG time series in the vicinity of crash points.
13. Scaling Range for Power Laws in Time Series
14. Properties of old and new techniques of detrended analysis in time series.