{"id":22767,"date":"2022-06-29T10:19:37","date_gmt":"2022-06-29T14:19:37","guid":{"rendered":"https:\/\/www.optimalmrm.com\/?post_type=product&p=22767"},"modified":"2026-03-26T16:23:25","modified_gmt":"2026-03-26T20:23:25","slug":"sensibilites-au-risque","status":"publish","type":"product","link":"https:\/\/www.optimalmrm.com\/fr\/product\/sensibilites-au-risque\/","title":{"rendered":"Sensibilit\u00e9s au risque (Excel)"},"content":{"rendered":"

Dans cet apprentissage en ligne, nous explorons les principes fondamentaux des sensibilit\u00e9s au risque delta, gamma, vega et th\u00eata (DGVT). Nous nous engageons avec vous dans des exercices pratiques dans Excel, pour mesurer les sensibilit\u00e9s au risque delta, gamma et vega et estimer le profit ou la perte du portefeuille en r\u00e9ponse aux changements du march\u00e9.<\/p>\n

Qui devrait s’inscrire :<\/strong><\/h4>\n

Ce cours est id\u00e9al pour les professionnels de la finance, les n\u00e9gociateurs, les gestionnaires de risques, et toute personne qui cherche une compr\u00e9hension plus profonde des sensibilit\u00e9s au risque dans les march\u00e9s financiers. Il convient aux \u00e9tudiants des coll\u00e8ges et des universit\u00e9s qui aspirent \u00e0 devenir des professionnels du risque et de la finance.<\/p>\n

Ce que vous gagnerez :<\/h4>\n

A la fin de ce cours, vous allez<\/p>\n

    \n
  • Comprendre ce que sont les sensibilit\u00e9s au risque et comment elles sont utilis\u00e9es pour estimer le profit ou la perte du portefeuille.<\/li>\n
  • Appliquer l’expansion de la s\u00e9rie de Taylor pour mesurer le risque afin d’obtenir le delta, le gamma et le vega.<\/li>\n
  • Mesurer les sensibilit\u00e9s au risque delta, gamma et vega dans Excel.<\/li>\n
  • Estimer le profit ou la perte d’un portefeuille en r\u00e9ponse aux fluctuations du march\u00e9, en utilisant les sensibilit\u00e9s au risque.<\/li>\n<\/ul>\n

    Dur\u00e9e du cours : <\/strong><\/h4>\n

    1.5 heure<\/p>\n

    Dur\u00e9e d’acc\u00e8s au cours :<\/h4>\n

    270 jours \u00e0 compter de la date d’inscription.<\/p>\n

     <\/p>","protected":false},"excerpt":{"rendered":"

    Dans cet apprentissage en ligne, nous explorons les principes fondamentaux des sensibilit\u00e9s au risque delta, gamma, vega et th\u00eata (DGVT). Nous nous engageons avec vous dans des exercices pratiques dans Excel, pour mesurer les sensibilit\u00e9s au risque delta, gamma et vega et estimer le profit ou la perte du portefeuille en r\u00e9ponse aux changements du march\u00e9.<\/p>","protected":false},"featured_media":15853,"comment_status":"closed","ping_status":"closed","template":"","meta":{"site-sidebar-layout":"default","site-content-layout":"default","ast-site-content-layout":"default","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","theme-transparent-header-meta":"default","adv-header-id-meta":"","stick-header-meta":"default","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"set","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"tablet":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"mobile":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""}},"ast-content-background-meta":{"desktop":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"tablet":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"mobile":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""}}},"product_brand":[],"product_cat":[270,266],"product_tag":[],"class_list":{"0":"post-22767","1":"product","2":"type-product","3":"status-publish","4":"has-post-thumbnail","6":"product_cat-fr","7":"product_cat-single-courses","8":"desktop-align-center","9":"tablet-align-left","10":"mobile-align-left","11":"ast-product-gallery-layout-horizontal-slider","12":"ast-product-gallery-with-no-image","13":"ast-magnify-disabled","14":"ast-product-tabs-layout-horizontal","16":"first","17":"instock","18":"virtual","19":"sold-individually","20":"taxable","21":"purchasable","22":"product-type-simple"},"_links":{"self":[{"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/product\/22767","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/product"}],"about":[{"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/types\/product"}],"replies":[{"embeddable":true,"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/comments?post=22767"}],"version-history":[{"count":0,"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/product\/22767\/revisions"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/media\/15853"}],"wp:attachment":[{"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/media?parent=22767"}],"wp:term":[{"taxonomy":"product_brand","embeddable":true,"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/product_brand?post=22767"},{"taxonomy":"product_cat","embeddable":true,"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/product_cat?post=22767"},{"taxonomy":"product_tag","embeddable":true,"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/product_tag?post=22767"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}