Mathematics

gives in detail the principles of the science of getting rich; and if that is true, you do not need to read any other book upon the subject. This may sound narrow and egotistical, but consider: there is no more scientific method of computation in mathematics than by addition, subtraction, multiplication, and division; no other method is possible. There can be but one shortest distance between two points. There is only one way to think scientifically, and that is to think in the way that leads by the

research method which interests you. As you go on to read this book you will become more familiar with the different methods and should be able to find something in which 1 2 / PRACTICAL RESEARCH METHODS you are interested. For example, mathematics might have motivated you at school. If so, you may find it interesting to delve deeper into statistical software. Or you might have been invited to take part in a focus group for a market research company and found it an interesting experience. Perhaps

[21] Vasicek O. (1991), Limiting loan loss probability distribution, KMV Corporation. [22] Wang, S., A Risk Measure That Goes Beyond Coherence. [23] Wang, S., V.R. Young, et H.H. Panjer : Axiomatic Characterization Of Insurance Prices, Insurance: Mathematics and Economics, 21:173-183 (1997). [24] Zaik, E., J. Walter, G. Kelling and C. James, RAROC at bank of America : from theory to practice, Journal of applied corporate finance 9, pp.83-93 (1996). 

determinants of the volatility of futures prices ». Journal of Futures Markets, 5, 331-348. Brennan M.J. & Crew N. (1997), « Hedging long maturity commodity commitments with short-dated futures contracts », in M. Dempster & S. Pliska (Eds), Mathematics of derivatives securities, pp 165-190, Cambridge: Cambridge University Press. 82 This content downloaded from 132.236.27.217 on Tue, 28 Jun 2016 08:11:51 UTC All use subject to http://about.jstor.org/terms LA VOLATILITÉ DES PRIX DES MATIÈRES PREMIÈRES

Economic Statistics, 8 (2), 225-234. [44] Longin, F., B. Solnik, 2001. “Extreme Correlation of International Equity Markets”, Journal of Finance 56, 651-678. [45] McAleer, M, J.C. Nam, 2005. “Testing for Contagion in Asian Exchange Rates”, Mathematics and Computers in Simulation 68, 519-527. [46] Miotti, L, Plihon, D, 2001, “Libéralisation Financières, Spéculation et crises Bancaires”. Économie Internationale 85(1), 3-36. Econometrica 59, 347-370. [47] Nelson, D. B. 1991. “Conditional

l’information - TSI - Mathématiques Appliquées (R) Euro Bayes Semestres 3 et 4 : Certificats de spécialisation : Gestion des Risques Financiers Finance Quantitative K MASTERS K MIDO hors les murs Master semestres 3 et 4 - Master of Science in Mathematics for Finance and Actuarial Science - Hong-Kong. 22 Université Paris-Dauphine | Dauphine en mains 2013 23 U n i v e r s i t é P a r i s - D a up h i n e | D a u p h i n e e n m a i n s 2 0 1 3 Département d’Éducation Permanente - DEP Directeur

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. (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”

Journal of Financial and Quantitative Analysis, 7, 1851-1872. [20] MOSSIN, J., 1966, Equilibrium in a Capital Asset Market, Econometrica, 34, 768-783. [21] MUSIELA, M. & RUTKOWSKI, M., 1997, Martingale Methods in Financial Modelling, Applications of Mathematics, Springer. [22] PERETTI-WATEL, P., 2000, Sociologie du Risque, HER/Armand Colin, Paris. 45 46 BIBLIOGRAPHIE [23] SHARPE, W., 1964, Capital Asset Prices : a Theory of Market Equilibrium under Conditions of Risk, Journal of Finance, 19

Data  12 Apprentissage Statistique - P. Gallinari 13 Apprentissage Statistique - P. Gallinari Data science (Wikipedia 2013)  Data science incorporates varying elements and builds on techniques and theories from many fields, including mathematics, statistics, data engineering, pattern recognition and learning,advanced computing, visualization, uncertainty modeling, data warehousing, and high performance computing with the goal of extracting meaning from data and creating data products. …