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Slides maths eco_rennes
- 1. Arthur Charpentier, Mathématiques & Économie Mathématiques & Économie Arthur Charpentier (Université de Rennes 1 & UQàM) Rennes, Mai 2016. http://freakonometrics.hypotheses.org @freakonometrics 1
- 2. Arthur Charpentier, Mathématiques & Économie Économie ? Source Chappatte @freakonometrics 2
- 3. Arthur Charpentier, Mathématiques & Économie Science Économique ? (la forme) Source Black & Scholes (1973) et Tirole (2006) “Economics has a reputation for producing rigourous nonsense ” Harford (2016) @freakonometrics 3
- 4. Arthur Charpentier, Mathématiques & Économie Science Économique ? (le fond) Source American Economic Association. @freakonometrics 4
- 5. Arthur Charpentier, Mathématiques & Économie Marchés, offre & demande Source Calv in & Hobbes. @freakonometrics 5
- 6. Arthur Charpentier, Mathématiques & Économie Marchés Organisés La Bourse, Palais Brongniart, Paris. @freakonometrics 6
- 7. Arthur Charpentier, Mathématiques & Économie Valorisation sur les Marchés d’Assurance Utilisation des probabilités (historiques) d’évènements, et mutualisation par la loi des grands nombres. @freakonometrics 7
- 8. Arthur Charpentier, Mathématiques & Économie Valorisation sur les Marchés Financiers No Free Lunch: il est impossible de gagner de l’argent sans prendre de risque. Deux produits qui ont les mêmes payoff ont forcément le même prix (pas d’arbitrage possible). @freakonometrics 8
- 9. Arthur Charpentier, Mathématiques & Économie Valorisation sur les Marchés Financiers Finance algorithmique / haute fréquence, source New York Times @freakonometrics 9
- 10. Arthur Charpentier, Mathématiques & Économie Économétrie L’économétrie est une branche de la science économique qui a pour objectif d’estimer et de tester les modèles économiques, à partir de données issues de l’observation du fonctionnement réel de l’économie ou provenant d’expériences contrôlées. Source Cowles Commission @freakonometrics 10
- 11. Arthur Charpentier, Mathématiques & Économie Conclusion, la notion de Mathiness “the full understanding of a problem required no compromise whatsoever with rigor ” Debreu Le travail de l’économiste consiste à dériver des “op- erationally meaningful theorems ” Samuelson Les modèles mathématiques sont devenu le novlangue de l’économie, Romer (2015) @freakonometrics 11