Summary: We study two types of relations: a one is between the elliptic genus of Calabi-Yau manifolds and Jacobi modular forms, another one is between the second quantized elliptic genus, Siegel modular forms and Lorentzian Kac-Moody Lie algebras. We also determine the structure of the graded ring of the weak Jacobi forms with integral Fourier coefficients. It gives us a number of applications to the theory of elliptic genus and of the second quantized elliptic genus.