This is a master course given in Moscow at the Laboratory of Algebraic Geometry of the National Research University Higher School of Economics by Valery Gritsenko, a professor of University Lille 1, France. Jacobi forms are holomorphic functions in two complex variables. They are modular in one variable and abelian (or double periodic) in another variable. The theory of Jacobi modular forms became an independent research subject after the famous book of Martin Eichler and Don Zagier “Jacobi modular forms” (Progress in Mathematics, vol. 55, 1985) which was cited more than a thousand times in research papers.