Recent advances have made cosmology and high energy astrophysics closely linked interdisciplinary research areas. Graduate students now need to assimilate a broad range of physical concepts to work in these disciplines. This innovative book provides a clear and pedagogical introduction to the core topics needed for research in these areas through a series of problems and answers. The problems are designed to develop each subject in a simple and coherent way and full solutions are provided to make this book completely self-contained. The first half of this novel textbook covers the core subjects of astrophysical processes, gravitational dynamics, rediative processes, fluid mechanics and general relativity. The second half uses these concepts to develop modern cosmology and structure formation: topics include the expanding universe, the physics of high redshift objects and the very early universe. This unique self-study textbook will be of key interest to graduate students and researchers in cosmology, astrophysics, relativity and theoretical physics. It is particularly well suited to graduate-level courses.