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Modèles Aléatoire Discrets

Ce répertoire regroupe les supports de cours, planches d'exercices et annales d'examen du cours de Modèle Aléatoires Discrets (MAD) dispensé aux M1 Actuariat et M1 Econométrie et Statistique à l'Institut de Science Financières et d'Assurances (Université Claude Bernard Lyon 1).

Ce cours propose une introduction aux processus stochastiques via l'étude des chaines de Markov, des martingales en temps discret et du processus de Poisson.

Support de cours

Chapitre Support
Espérance conditionelle [Slides](/Note de cours/Chap0_MAD_Esperance_Conditionnelle.pdf)
Introduction [Slides](/Note de cours/Chap1_MAD_Intro.pdf)
Chaine de Markov [Slides](/Note de cours/Chap2_MAD_Markov_Chain.pdf)
Martingale en temps discret [Slides](/Note de cours/Chap3_MAD_Martingale.pdf)
Processus de Poisson [Slides](/Note de cours/Chap4_MAD_Processus_Poisson.pdf)

Travaux dirigées

Séance Enoncé
1 TD
2 TD
3 TD
4 TD
5 TD
6 TD

Annales d'examens

Année Enoncé
2018-2019 Janvier, Juin
2019-2020 Janvier, Juin
2020-2021 Janvier, Juin
2021-2022 Janvier, Juin

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