Mathematics

of Financial Markets, 1, 1-50. Campbell, J.Y., A.W. Lo and A.C. MacKinlay (1997), The Econometrics of Financial Markets. Princeton: Princeton University Press. Chriss, N. and Almgren, R. (1998), "Optimal Liquidation," Manuscript, Department of Mathematics, University of Chicago, Goldman Sachs & Co., and Courant institute of Mathematical Sciences. Diebold, F.X., A. Hickman, A. Inoue and T. Schuermann (1998), “Scale Models,” Risk, 11 (January), 104-107. Dunbar, Nicholas (1998), “Meriwether’s Meltdown

publishers or authors of the Document to the Document's overall subject (or to related matters) and contains nothing that could fall directly within that overall subject. (Thus, if the Document is in part a textbook of mathematics, a Secondary Section may not explain any mathematics.) The relationship could be a matter of historical connection with the subject or with related matters, or of legal, commercial, philosophical, ethical or political position regarding them. The "Invariant Sections" are

publishers or authors of the Document to the Document’s overall subject (or to related matters) and contains nothing that could fall directly within that overall subject. (For example, if the Document is in part a textbook of mathematics, a Secondary Section may not explain any mathematics.) The relationship could be a matter of historical connection with the subject or with related matters, or of legal, commercial, philosophical, ethical or political position regarding them. The ”Invariant Sections” are

publishers or authors of the Document to the Document's overall subject (or to related matters) and contains nothing that could fall directly within that overall subject. (Thus, if the Document is in part a textbook of mathematics, a Secondary Section may not explain any mathematics.) The relationship could be a matter of historical connection with the subject or with related matters, or of legal, commercial, philosophical, ethical or political position regarding them. The "Invariant Sections" are

d’intérêt ; 5) La structure à terme des taux d’intérêt. Pré-requis : 2110U08-Finance d'entreprise de L3 Mode d'évaluation : 1 test intermédiaire (35%), participation en TD (15%) et 1 examen final (50%) Bibliographie : Fabozzi, Frank J., Fixed Income Mathematics: Analytical And Statistical Techniques, 4th edition, 2006, Mc Graw-Hill. Fabozzi, Frank J., Fixed Income Analysis for the Chartered Financial Analyst Program, 2th edition, 2005, CFA InstituteLa Bruslerie, de, Hubert, Gestion obligataire, Tome 1

complex variable, International series in pure and applied mathematics, McGraw-Hill, 1953. [AM04] E. Amar and E. Matheron, Analyse complexe, Cassini, 2004. [BD] L. Bonavero and J.-P. Demailly, Variable Complexe, Notes de cours mise en ligne par J.-P. Demailly, http ://wwwfourier.ujf-grenoble.fr/ demailly/manuscripts/variable_complexe.pdf. [BG91] C. Berenstein and R. Gay, Complex variables : an introduction, Graduate Texts in Mathematics, vol. 125, Springer Verlag, 1991. [Con78] J. B. Conway, Functions

units o China – 1938 o Canada – 1941 • William Friedman • Dean of modern American Crypto • First Chief of Signal Intelligence Service – 1929 • Replaced Yardley’s cipher bureau • Formed CBK • Applied mathematics and statistical analysis • Laurance Safford • Developed naval communications intelligence organization • Became Armed Forces Security Agency (AFSA – 1949) o NSA 1952 • Developed Underwood Code machine • With Underwood

Culture, vol. 5, p. 305-313. PERRENOUD P. (1984). La fabrication de l’excellence scolaire. Genève : Droz PETERSON P. L. & FENNEMA E. (1985). « Effective teaching, student engagement in classroom activities, and sex-related differences in learning mathematics ». American Educational Research Journal, vol. 22, n° 3, p. 309-335. POCIELLO C. (1999). Sociologie du sport. Paris : Vigot. 124 ROSENTHAL R. & JACOBSON L. (1975). Pygmalion à l’école. Tournai [Belgique] : Casterman. SALMINEN S. (1990). « Sex

multicritère à la décisionGénéralité Surclassement Critères Pseudo-critère Préférences electre I electre II electre III Références Ed. Economica, collection Gestion. Vincke, P. (1977). Quasi-kernels of minimum weakness in a graph. Discrete Mathematics, (20):187–192. Vincke, P. (1989). L’Aide Multicritère à la Décision. Editions Ellipses - Editions de l’Université de Bruxelles. Philippe Lenca Aide multicritère à la décisionConsidérations généralesMéthodes de surclassementCritèresPseudo-critèreSituations

motivation was that the presentation had merit as filling a unique, albeit small, hole in the literature. Personal experience indicates that the intended audience rarely has the time to take a complete course in measure and probability theory in a mathematics or statistics department, at least not before they need some of the material in their research. In addition, many of the existing mathematical texts on the subject are hard for this audience to follow, and the emphasis is not well matched to engineering