{"id":2525,"date":"2026-07-04T17:51:42","date_gmt":"2026-07-04T15:51:42","guid":{"rendered":"https:\/\/www.trader-france.com\/?p=2525"},"modified":"2026-07-04T17:54:55","modified_gmt":"2026-07-04T15:54:55","slug":"master-203-paris-dauphine-livres","status":"publish","type":"post","link":"https:\/\/www.trader-france.com\/index.php\/2026\/07\/04\/master-203-paris-dauphine-livres\/","title":{"rendered":"Master 203 Paris Dauphine &#8211; Livres"},"content":{"rendered":"\n<p class=\"wp-block-paragraph\"><mark style=\"background-color:rgba(0, 0, 0, 0);color:#1527f2\" class=\"has-inline-color\"><strong>Livres recommand\u00e9s par les professeurs du Master 203 &#8211; Paris Dauphine<\/strong><\/mark><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>M1<\/strong><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>INVESTISSEMENTS ET MARCH\u00c9S FINANCIERS<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>Harris, L., 2003. <em>Trading and Exchanges: Market Microstructure for Practitioners<\/em>. Oxford<br>University Press.<\/li>\n\n\n\n<li>Hillier D., Grinblatt M. and S. Titman, <em>Financial Markets and Corporate Strategy<\/em>, Irwin-Mc Graw Hill<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>FINANCE INTERNATIONALE<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>King, M.R., Osler, C. and D. Rime <em>Foreign Exchange Market Structure, Players and Evolution<\/em><\/li>\n\n\n\n<li>Foucault, T., Kozhan R. and W. Wah Tham <em>Toxic Arbitrage Review of Financial Studies<\/em><\/li>\n\n\n\n<li>Akram, Q.F., Rime, D., and L. Sarno <em>Arbitrage in the Foreign Exchange Market: Turning on the Microscope, Journal of International Economics<\/em><\/li>\n\n\n\n<li>Marsh, I., Passari, E., and L. Sarno <em>Purchasing Power Parity in Tradable Goods<\/em><\/li>\n\n\n\n<li>Rey, H. <em>Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence<\/em><\/li>\n\n\n\n<li>Mark N. C. <em>Exchange Rates and Fundamentals: Evidence on Long-Horizon Predictability<\/em><\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>TITRES A REVENU FIXE<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>Fabozzi, F. J., <em>The handbook of Fixed Income Securities<\/em>, McGraw-Hill Education<\/li>\n\n\n\n<li>Hull, J. C., <em>Fundamentals of futures and Options Markets<\/em>, Pearson<\/li>\n\n\n\n<li>Thorp, E. O., <em>A man for all markets<\/em>, Random House<\/li>\n\n\n\n<li>Zuckermann, G., The Greatest Trade Ever, Crown Business<\/li>\n\n\n\n<li>Lowenstein, R., <em>When Genius failed<\/em>, Random House<\/li>\n\n\n\n<li>Taleb, N., <em>The Black swan: The Impact of the Highly Improbable<\/em>, Random House<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>PRODUITS D<strong>\u00c9<\/strong>RIV<strong>\u00c9<\/strong>S<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>John C. Hull <em>Options, Futures, &amp; Other Derivatives<\/em><\/li>\n\n\n\n<li>Paul Wilmott: Derivatives <em>The Theory and Practice of Financial Engineering<\/em><\/li>\n\n\n\n<li>Sheldon Natenberg <em>Option Volatility and Pricing: Advanced Trading Strategies and Techniques<\/em><\/li>\n\n\n\n<li>Nassim Nicolas Taleb <em>Dynamic Hedging: Managing Vanilla and Exotic Options<\/em><\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>EVALUATION DES DERIVES ET CALCUL STOCHASTIQUE<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>Back K. , <em>A Course in Derivative Securities: Introduction to Theory and Computation<\/em>, Springer Science Textbook<\/li>\n\n\n\n<li>Lamberton D. and B. Lapeyre, <em>Introduction to Stochastic Calculus applied to finance<\/em><\/li>\n\n\n\n<li>Paul Wilmott <em>Introduces quantitative Finance<\/em><\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>INTRODUCTION A L&rsquo;ECONOMETRIE DE LA FINANCE<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>Adkins L. C.,&nbsp;<em>Using gretl for Principles of Econometrics<\/em><\/li>\n\n\n\n<li>Brooks C., <em>Introductory Econometrics for Finance<\/em>, Cambridge University Press<\/li>\n\n\n\n<li>Gelman A., J. Hill and A. Vehtari, <em>Regression and Other Stories<\/em>, Cambridge University Press<\/li>\n\n\n\n<li>Gujarati D., <em>Basic Econometrics<\/em>, McGraw Hill Higher Education<\/li>\n\n\n\n<li>Hill C., W. Griffiths and G. Lim, <em>Principles of Econometrics<\/em>, Wiley<\/li>\n\n\n\n<li>Le Fol G.,&nbsp;<em>A (very) short introduction to Gretl using scripts<\/em>, Mimeo<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>PROGRAMMATION EN VBA<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>Jackson M. and M. Staunton, <em>Advanced modelling in finance using Excel and VBA<\/em>, Wiley<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>ETHIQUE, NORMES PROFESSIONNELLES ET CONFORMITE<\/strong><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>PREPARATION AUX ENTRETIENS EN ANGLAIS<\/strong><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n\n\n\n<hr class=\"wp-block-separator has-text-color has-alpha-channel-opacity has-background\" style=\"background-color:#ffffff;color:#ffffff\"\/>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>M2<\/strong><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>MARCHES ET FINANCEMENT DE L&rsquo;ECONOMIE<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>Mishkin F. S. , <em>Economics of Money, Banking, and Financial Markets<\/em> <\/li>\n\n\n\n<li>Reinhart C. M. &amp; K. S. Rogoff, <em>This Time Is Different: Eight Centuries of Financial Folly<\/em> <\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>TITRES A REVENU FIXE<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>Brigo D. and F. Mercurio, <em>Interest Rate Models-Theory and Practice With Smile, Inflation and Credit<\/em>, Springer-Verlag Berlin and Heidelberg GmbH &amp; Co<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>COMMODITIES<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>Eydeland A., Wolyniec K., <em>Energy and Power Risk Management: New Developments in Modeling, Pricing, and Hedging<\/em>, WileyEurope<\/li>\n\n\n\n<li>Geman H., <em>Commodities and Commodity Derivatives: Modelling and Pricing for Agriculturals, Metals and Energy<\/em>, Wiley Finance<\/li>\n\n\n\n<li><em>Intelligent Commodity Investing<\/em>, edited by H.Till and J. Eagleeye, Riskbooks<\/li>\n\n\n\n<li><em>Risk Management in Commodity Markets<\/em>, edited by H.Geman, Wiley<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>DERIVES D&rsquo;ENERGIE<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>Clewlow L. &amp; Strickland S., <em>Energy Derivatives: Pricing &amp; Risk Management<\/em>, Lacima Group Pub<\/li>\n\n\n\n<li>Eydeland A. &amp; Woliniec K, <em>Energy and Power Risk Management: New Developments in Modelling, Pricing and Hedging<\/em>, Wiley<\/li>\n\n\n\n<li>G\u00e9man H., <em>Commodities and commodity derivatives: modelling and pricing for agriculturals, metals and energy<\/em>, Wiley<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>SERIES TEMPORELLES APPLIQUEES<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>Brooks C, <em>Introductory econometrics for Finance<\/em>, Cambridge Univ Pr.<\/li>\n\n\n\n<li>Brockwell, P.J. et Davis, R.A. <em>Introduction to time series and forecasting<\/em>, Springer Verlag<\/li>\n\n\n\n<li>Campbell J., Lo A., et McKinley, A. , <em>The Econometrics of Financial Markets<\/em>. NJ: Princeton University Press<\/li>\n\n\n\n<li>Francq C, et Zako\u00efan J.M. , <em>Garch models: Structure, statistical inference and financial applications<\/em>, Wiley<\/li>\n\n\n\n<li>Hamilton J. D. , <em>Time Series Analysis<\/em>, Princeton University Press<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>RISQUE DE CREDIT<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><em>Options, Futures and Other Derivatives<\/em> , Prentice Hall, <br>By John C. Hull<\/li>\n\n\n\n<li><em>Credit Risk : Modeling, Valuation and Hedging<\/em>, Springer Finance,<br>By Tomasz R. Bielecki, Marek Rutkowski<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>Altman, Edward, Andrea Resti, and Andrea Sironi, <em>\u00ab\u00a0Default Recovery Rates in Credit Risk Modeling: A Review of the Literature and Empirical Evidence\u00a0\u00bb<\/em>, Economic Notes<\/li>\n\n\n\n<li>Jarrow, Robert A. and Stuart M. Turnbull. <em>\u00ab\u00a0Pricing Derivatives on Financial Securities Subject to Credit Risk\u00a0\u00bb<\/em>, Journal of Finance, Vol. L, No. 1, Cornell University, and Queen&rsquo;s University<\/li>\n\n\n\n<li>Hull, John and Alan White, <em>\u00ab\u00a0The Impact of Default Risk on the Prices of Options and Other Derivative Securities\u00a0\u00bb<\/em>, Journal of Banking &amp; Finance, Vol. 19, No. 2<\/li>\n\n\n\n<li>Duffie, Darrel, Lasse Hefe Pedersen and Kenneth J. Singleton, <em>\u00ab\u00a0Modeling Sovereign Yield Spreads: A Case Study of Russian Debt\u00a0\u00bb<\/em>, Journal of Finance, (February 2003), Vol. LVIII, No. 1<\/li>\n\n\n\n<li>Elliott, Robert J., Monique Jeanblanc, and Marc Yor, <em>\u00ab\u00a0On Models of Default Risk\u00a0\u00bb<\/em>, Mathematical Finance, Vol. 10, No. 2<\/li>\n\n\n\n<li>Sch\u00f6nbucher, Philipp J., <em>\u00ab\u00a0Term Structure Modelling of Defaultable Bonds\u00a0\u00bb<\/em>, The Review of Derivatives Research, Vol. 2, No. 2\/3<\/li>\n\n\n\n<li>Heath, David, Robert Jarrow, <em>\u00ab\u00a0Bond pricing and the Term Structure of Interest Rates: A Discrete Time Approximation\u00a0\u00bb<\/em>, Journal of Financial and Quantitative Analysis, Vol. 25, No. 4, Cornell University, University of Illinois at Chicago<\/li>\n\n\n\n<li>Jarrow, Robert A., and Stuart M. Turnbull. <em>\u00ab\u00a0Pricing Derivatives on Financial Securities Subject to Credit Risk\u00a0\u00bb<\/em>, Journal of Finance, Vol. L, No. 1, Cornell University, and Queen&rsquo;s University<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>GESTION DES RISQUES<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>Cherubini U., E. Luciano and W. Vecchiato, <em>Copula Methods in Finance<\/em>, Wiley<\/li>\n\n\n\n<li>Roncalli T., <em>La Gestion des Risques Financiers<\/em>, Economica , Collection Gestion<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>EVALUATION DE DERIVES ET CALCUL STOCHASTIQUE<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>Bouchard B. et Chassagneux J.F., <em>Fundamentals and advanced Techniques in derivatives hedging<\/em>, Springer<\/li>\n\n\n\n<li>Lamberton D. et B. Lapeyre, <em>Introduction au calcul stochastique appliqu\u00e9 \u00e0 la finance<\/em>, Ellipses<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>ECONOMETRIE DE LA FINANCE<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>Greene W. H., <em>Econometric Analysis<\/em>, Pearson<\/li>\n\n\n\n<li>Hastie T., Tibshirani R., and J. Friedman, <em>The Elements of Statistical Learning<\/em>, Springer Series in Statistics<\/li>\n\n\n\n<li>Meucci A., <em>Risk and Asset Allocation<\/em>, Springer Finance<\/li>\n\n\n\n<li>Tsay R., <em>Analysis of Financial Time Series<\/em>, Wiley-Blackwell<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>MACHINE LEARNING EN FINANCE<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>Trevor Hastie, Robert Tibshirani, J\u00e9r\u00f4me Friedman , <em>The elements of statistical learning<\/em>, Springer<\/li>\n\n\n\n<li>Tuffery S , <em>Data mining and statistics for decision making<\/em> , Wiley<\/li>\n\n\n\n<li>Hinton Geoffrey , <em>Neural networks for machine learning<\/em>, Toronto university<\/li>\n\n\n\n<li>Ng Andrew , <em>Machine Learning<\/em>, Stanford university<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>PYTHON POUR LE FINANCE APPLIQUEE<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>Hilpisch, Yves, <em>Python for Finance: Analyze Big Financial Data<\/em>, O\u2019Reilly Publishing<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>OPTIONS EXOTIQUES ET PRODUITS STRUCTURES<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>Bl\u00fcmke, A., <em>How to Invest in Structured Products: A Guide for Investors and Asset Manager<\/em>, Wiley<\/li>\n\n\n\n<li>Bouzoubaa, M. and A. Osseiran, <em>Exotic Options and Hybrids: A Guide to Structuring, Pricing and Trading<\/em>, Wiley<\/li>\n\n\n\n<li>Hull, John C., <em>Options, Futures &amp; other Derivatives<\/em>, International Edition<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>FINANCE DURABLE<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>Schoenmaker D. and W. Schramade, <em>Principles of Sustainable Finance<\/em>, Oxford University Press<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>FINANCE ALTERNATIVE<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>Alexandridis, A. K. and A. D. Zapranis, <em>Weather Derivatives<\/em>, Springer<\/li>\n\n\n\n<li>Barrieu P., and L. Albertini, T<em>he Handbook of Insurance-Linked Securities<\/em>, Wiley<\/li>\n\n\n\n<li>Frunza, M., <em>Carbon allowances: A new financial asset<\/em>, Editions universitaires europeennes<\/li>\n\n\n\n<li>Guthrie G., <em>Real Options in Theory and Practice<\/em>, OUP<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>FINANCE COMPORTEMENTALE<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>Daniel Kahneman, Paul Slovic, and Amos Tversky (eds.), <em>Judgment under uncertainty: Heuristics and biases<\/em>, Cambridge: Cambridge University Press<\/li>\n\n\n\n<li>Richard Thaler, ed., <em>Advances in behavioral finance<\/em>, New York: Russell Sage Foundation<\/li>\n\n\n\n<li>Richard Thaler, ed., <em>Advances in behavioral finance, Volume II<\/em>, New York: Russell Sage Foundation<\/li>\n\n\n\n<li>Shleifer, <em>Inefficient markets : an introduction to behavioral finance<\/em>, Oxford, Oxford University Press<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>MARCHES ELECTRONIQUES<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>Bacidore, J. R., <em>Algorithmic Trading Method: A practitioner&rsquo;s guide<\/em>, TBG Press New York<\/li>\n\n\n\n<li>Chan E., <em>Algorithmic Trading- Winning Strategies and Their Rationale<\/em>, Wiley<\/li>\n\n\n\n<li>Gu\u00e9ant O., <em>The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making<\/em>, Chapman and Hall<\/li>\n\n\n\n<li>Kissell, R., <em>Algorithmic Trading Method: Applications Using Advanced Statistics, Optimization, and Machine Learning Techniques<\/em>, Academic Press Inc<\/li>\n\n\n\n<li>Lehalle C. A. and S. Laruelle, <em>Market Microstructure in Pratice<\/em>, World Scientific<\/li>\n\n\n\n<li>Johnson B, 2010, <em>Algorithmic Trading &amp; DMA<\/em>, Myeloma Press<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>FINANCE NUMERIQUE<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>Cr\u00e9pey S., <em>Computational Finance Lecture Notes<\/em><\/li>\n\n\n\n<li>Lamberton D. and Lapeyre P., <em>Introduction to Stochastic Calculus Applied to Finance<\/em>. Chapman &amp; Hall<\/li>\n\n\n\n<li>Shreve S., <em>Stochastic Calculus for Finance II<\/em>, Springer Finance<\/li>\n\n\n\n<li>Hull J., <em>Options, Futures, and Other Derivative Securities<\/em>, Prentice-Hall<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>STRATEGIES DE TRADING DE VOLATILITE<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>Bennett C. , <em>Volatility Trading<\/em>, Santander Research Notes<\/li>\n\n\n\n<li>Cochrane, J.H., <em>Asset Pricing<\/em>, Princeton University Press<\/li>\n\n\n\n<li>Demeterfi, Derman, Kamal &amp; Zou, <em>More Than You Ever Wanted to Know About Volatility Swaps<\/em>, GS Research Notes<\/li>\n\n\n\n<li>Hull, J. , <em>Options, futures and other derivatives<\/em>, Pearson Prentice Hall<\/li>\n\n\n\n<li>Ilmanen, A. , <em>Expected returns<\/em>, Wiley Finance.<\/li>\n\n\n\n<li>MacDonald R. L. <em>Derivatives Markets<\/em>, Addison Wesley<\/li>\n\n\n\n<li>Riva, F. , <em>Applications financi\u00e8res sous Excel en Visual Basic<\/em>, Economica<\/li>\n\n\n\n<li>Taleb, N. , <em>Dynamic Hedging: Managing Vanilla and Exotic Options<\/em>, Wiley<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>PROGRAMMATION EN C++<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>Stanley B.Lippman, Josee Lajoie, Barbara Moo, \u00ab\u00a0C++ Primer \u00ab\u00a0<\/li>\n\n\n\n<li>Koenig A. &amp; B. E. Moo, \u00ab\u00a0Accelerated C++\u00a0\u00bb, Addison-Wesley<\/li>\n\n\n\n<li>Bjarne Stroustrup, \u00ab\u00a0The C++ Programming Language\u00a0\u00bb<\/li>\n\n\n\n<li>Nicolai M. Josuttis N. M., \u00ab\u00a0The C++ standard library\u00a0\u00bb 2nd edition, Addison-Wesley<\/li>\n\n\n\n<li>Scott Meyers, \u201cEffective STL\u201d, Addison-Wesley<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>FUSIONS &amp; ACQUISITIONS<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>Ceddaha F., <em>Fusions &#8211; Acquisitions<\/em>, Economica<\/li>\n\n\n\n<li>Vernimmen P., P. Quiry et Y. Le Fur, <em>Finance d&rsquo;entreprise<\/em>, Dalloz<\/li>\n\n\n\n<li>Higgins R., <em>Analysis for Financial Management<\/em>, McGraw-Hill Education<\/li>\n\n\n\n<li>Rosenbaum J., <em>Investment banking<\/em>, Wiley<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>Lire aussi :<\/strong> <a href=\"https:\/\/www.trader-france.com\/index.php\/2024\/04\/24\/acquerir-un-niveau-equivalent-au-master-203-en-lisant-des-livres\/\">Acquerir un niveau equivalent au Master 203 en lisant des livres<\/a><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>Lire aussi :<\/strong> <a href=\"https:\/\/www.trader-france.com\/index.php\/2025\/07\/27\/les-meilleurs-formations-pour-le-metier-de-trader\/\">Les meilleurs formations pour le m\u00e9tier de Trader<\/a><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n\n\n\n<figure class=\"wp-block-image\"><a href=\"https:\/\/www.achat-or-et-argent.fr\/entry-876901,4361327,42493\"><img loading=\"lazy\" decoding=\"async\" width=\"300\" height=\"250\" src=\"https:\/\/www.trader-france.com\/wp-content\/uploads\/2022\/09\/300_x_250_5.png\" alt=\"\" class=\"wp-image-720\"\/><\/a><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n\n\n\n<figure class=\"wp-block-image\"><a href=\"https:\/\/www.achat-or-et-argent.fr\/entry-876901,22370633,129885649i\"><img loading=\"lazy\" decoding=\"async\" width=\"300\" height=\"250\" src=\"https:\/\/www.trader-france.com\/wp-content\/uploads\/2022\/10\/300_x_250_9.png\" alt=\"\" class=\"wp-image-761\"\/><\/a><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n","protected":false},"excerpt":{"rendered":"<p>Livres recommand\u00e9s par les professeurs du Master 203 &#8211; Paris Dauphine M1 INVESTISSEMENTS ET MARCH\u00c9S FINANCIERS FINANCE INTERNATIONALE TITRES A REVENU FIXE PRODUITS D\u00c9RIV\u00c9S EVALUATION DES DERIVES ET CALCUL STOCHASTIQUE INTRODUCTION A L&rsquo;ECONOMETRIE DE LA FINANCE PROGRAMMATION EN VBA ETHIQUE, NORMES PROFESSIONNELLES ET CONFORMITE PREPARATION AUX ENTRETIENS EN ANGLAIS M2 MARCHES ET FINANCEMENT DE L&rsquo;ECONOMIE [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":335,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"om_disable_all_campaigns":false,"_monsterinsights_skip_tracking":false,"_monsterinsights_sitenote_active":false,"_monsterinsights_sitenote_note":"","_monsterinsights_sitenote_category":0,"_jetpack_memberships_contains_paid_content":false,"footnotes":""},"categories":[21],"tags":[112,113,110,122,114],"class_list":["post-2525","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-master-203-universite-paris-dauphine","tag-finance","tag-livres","tag-master-203","tag-trader","tag-trading"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v27.9 - https:\/\/yoast.com\/product\/yoast-seo-wordpress\/ -->\n<title>Master 203 Paris Dauphine - Livres - Trader France<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/www.trader-france.com\/index.php\/2026\/07\/04\/master-203-paris-dauphine-livres\/\" \/>\n<meta property=\"og:locale\" content=\"fr_FR\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Master 203 Paris Dauphine - Livres - Trader France\" \/>\n<meta property=\"og:description\" content=\"Livres recommand\u00e9s par les professeurs du Master 203 &#8211; 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