{"id":22784,"date":"2022-06-29T13:31:17","date_gmt":"2022-06-29T17:31:17","guid":{"rendered":"https:\/\/www.optimalmrm.com\/?post_type=product&#038;p=22784"},"modified":"2026-03-26T16:21:36","modified_gmt":"2026-03-26T20:21:36","slug":"valeur-a-risque","status":"publish","type":"product","link":"https:\/\/www.optimalmrm.com\/fr\/product\/valeur-a-risque\/","title":{"rendered":"Valeur \u00e0 risque"},"content":{"rendered":"<p>Ce cours d&#8217;apprentissage en ligne est con\u00e7u pour vous pr\u00e9senter les concepts fondamentaux de la valeur \u00e0 risque et vous donner un aper\u00e7u de l&#8217;analyse du risque de portefeuille. D\u00e9couvrez les principes fondamentaux de la VaR et son application dans l&#8217;\u00e9valuation des risques. Nous nous engageons avec vous dans des exercices pratiques dans Excel, pour calculer la VaR pour un portefeuille compos\u00e9 de trois investissements ou plus.<\/p>\n<h4><strong>Qui devrait s&#8217;inscrire :<\/strong><\/h4>\n<p>Ce cours est id\u00e9al pour les personnes qui veulent comprendre un concept de base de la gestion des risques. Que vous soyez un \u00e9tudiant, un passionn\u00e9 de finance ou un professionnel d\u00e9sireux de rafra\u00eechir ses connaissances, ce cours constitue une introduction pr\u00e9cieuse au monde de l&#8217;\u00e9valuation des risques.<\/p>\n<h4>Ce que vous gagnerez :<\/h4>\n<p>A la fin de ce cours, vous allez<\/p>\n<ul>\n<li>Acqu\u00e9rir une compr\u00e9hension fondamentale de la valeur \u00e0 risque (VaR) et son importance dans l&#8217;\u00e9valuation et la gestion du risque financier.<\/li>\n<li>Explorer les deux principales m\u00e9thodes de calcul de la VaR (simulation param\u00e9trique et historique) et comprendre quand utiliser chaque m\u00e9thode.<\/li>\n<li>D\u00e9couvrir les techniques permettant de relever les d\u00e9fis pos\u00e9s par la volatilit\u00e9 \u00e0 queue grasse et l&#8217;importance de la pond\u00e9ration temporelle dans la mesure de la VaR.<\/li>\n<li>Acqu\u00e9rir une exp\u00e9rience pratique en mesurant la VaR pour un portefeuille d&#8217;au moins trois investissements dans Excel et en utilisant des mesures de risque pertinentes.<\/li>\n<\/ul>\n<h4><strong>Dur\u00e9e du cours: <\/strong><\/h4>\n<p>1.5 heures<\/p>\n<h4>Dur\u00e9e d&#8217;acc\u00e8s au cours :<\/h4>\n<p>270 jours \u00e0 compter de la date d&#8217;inscription.<\/p>\n<h4>Pr\u00e9-requis recommand\u00e9s :<\/h4>\n<ul>\n<li><strong><span style=\"color: #40bf2a;\"><a style=\"color: #002a5c;\" href=\"https:\/\/www.optimalmrm.com\/fr\/produit\/sensibilite-au-risque\/\" target=\"_blank\" rel=\"noopener\">Sensibilit\u00e9s au risque<\/a><\/span><\/strong><\/li>\n<li><strong><span style=\"color: #40bf2a;\"><a style=\"color: #002a5c;\" href=\"https:\/\/www.optimalmrm.com\/fr\/produit\/volatilite-et-correlation\/\" target=\"_blank\" rel=\"noopener\">Volatilit\u00e9 et corr\u00e9lation<\/a><\/span><\/strong><\/li>\n<\/ul>","protected":false},"excerpt":{"rendered":"<p>Ce cours d&#8217;apprentissage en ligne est con\u00e7u pour vous pr\u00e9senter les concepts fondamentaux de la valeur \u00e0 risque et vous donner un aper\u00e7u de l&#8217;analyse du risque de portefeuille. D\u00e9couvrez les principes fondamentaux de la VaR et son application dans l&#8217;\u00e9valuation des risques. Nous nous engageons avec vous dans des exercices pratiques dans Excel, pour calculer la VaR pour un portefeuille compos\u00e9 de trois investissements ou plus.<\/p>","protected":false},"featured_media":15945,"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-22784","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\/22784","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=22784"}],"version-history":[{"count":0,"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/product\/22784\/revisions"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/media\/15945"}],"wp:attachment":[{"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/media?parent=22784"}],"wp:term":[{"taxonomy":"product_brand","embeddable":true,"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/product_brand?post=22784"},{"taxonomy":"product_cat","embeddable":true,"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/product_cat?post=22784"},{"taxonomy":"product_tag","embeddable":true,"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/product_tag?post=22784"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}