Hi Fabrice,
Wolfgang gave the right answer, but I wanted to point out that it is better not to use \setupbodyfont in the middle of your document, as you did in the excerpt below: in this case it is better to use
\switchtobodyfont[xits]
or even better define the character you want before using it as in
\define\CScript{\start\switchtobodyfont[xits] \m{\mathscript{C}} \stop}
and then use that command as in:
La droite \m{(AM)} est {\bf une sécante} à la courbe \CScript en \m{A}.
Another solution is to define your own mixture of math fonts and text fonts.
Best regards: OK
La droite \m{(AM)} est {\bf une sécante} à la courbe {\setupbodyfont[xits]\m{{\mathscript C}}} en \m{A}.