In part I of these lecture notes, I introduce the basic tools of non equilibrium statistical mechanics: linear response, Brownian motion, Langevin equation, (Pauli) master equation. Part II is devoted to a derivation of quantum master equations from the Schrödinger equation, and to some of their applications to quantum optics and to Brownian motion. Finally, in part III, I examine more recent developments: the Crooks and Jarzynski equalities and the Gallavotti-Cohen fluctuation theorem.