M2MO: Modélisation Aléatoire, Finance et Data Science

Master en statistique, probabilités et finance - Université Paris 7 - Paris Diderot

 
 
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List of courses
 
 

List of courses

    1. Core modules
      • Stochastic calculus and diffusion processes (S Péché )
      • Markov Chain (M. Merle)
      • Introduction to machine learning (S. Gaiffas and A. Fisher)
      • Basics of Data modelling and statisctiacl inference (S. Delattre)
    2. Quantitative Finance Modules
      • Derivatives modelling  (S. Crépey & S. Scotti)
      • Financial products (B. Bruder)
      • Quant analysis (S. Crépey)
      • Energy markets (R. Aid & P. Gruet)
      • Advanced interest rate modelling (Z. Grbac)
    3. Data Science Modules
      • Statistical learning (S. Clemencon and E. Chautru)
      • Optimization for machine learning (G. Garrigos) 
      • Graphical models for machine learning (F. Rossi)
      • Projects in Data Science: CRM (K. Tribouley)
      • Methods for large/high dimensional data sets (S. Boucheron)
      • Introduction to reinforcement learning (J. Lussange)
      • Data science and statistics for industry (M. Sayed and L. Massoulard)
      • Deep learning (S. Gaiffas)
    4. Asset Management Modules
      • Stochastic control in finance (H. Pham)
      • Nonlinear methods in Finance (M.C. Quenez)
      • Algorithmic trading (O. Gueant)
      • Quantitative Asset management (B. Bruder)
    5. Computer Science Modules
      • C++ (O. Carton)
      • Statistical softwares (S. Souchet)
    6. Risk Management Modules 
      • Credit risk modelling (R. Rouge)
      • Risk measures and risk Management (H. Pham & A. El Alami)
      • Copulae and financial applications (J.D. Fermanian)
    7. Statistics & Machine learning in Finance Modules
      • Financial time series (J.M. Bardet)
      • Prediction and sequential investments (J.Y. Audibert)
      • Statistical inference for diffusion processes (A. Gloter)
      • Point processes and applications in finance (E. Locherbach)
      • Machine learning for finance (H. Pham)
    8. Numerical & computational Methods Modules
      • PDE methods in finance (Y. Achdou & O. Bokanowski)
      • Monte Carlo Methods (N.Frikha)
      • Advanced probabilistic numerical methods in finance (J.-F. Chassagneux)
 
 
 
 
 
 

Copyright @ by Master M2MO(ex-DEA Laure Elie), UFR de Mathématiques, Université Paris Diderot
Master recherche-professionnel en statistique, probabilités et finance.
Thématiques: statistique et finance, gestion des risques, méthodes numériques.