{"id":25958,"date":"2024-01-03T12:17:54","date_gmt":"2024-01-03T17:17:54","guid":{"rendered":"https:\/\/www.optimalmrm.com\/?post_type=product&#038;p=25958"},"modified":"2026-03-26T16:19:26","modified_gmt":"2026-03-26T20:19:26","slug":"sensibilites-au-risque-python","status":"publish","type":"product","link":"https:\/\/www.optimalmrm.com\/fr\/product\/sensibilites-au-risque-python\/","title":{"rendered":"Sensibilit\u00e9s au risque (Python)"},"content":{"rendered":"<p>Dans ce cours d&#8217;apprentissage en ligne, nous passons en revue les concepts de sensibilit\u00e9s au risque, Delta, Gamma et Vega, pr\u00e9sent\u00e9s dans la version Excel du cours, et nous les d\u00e9veloppons en utilisant Python pour mesurer le risque, et cr\u00e9er de puissantes visualisations de donn\u00e9es pour nous aider \u00e0 g\u00e9rer le risque dans les portefeuilles sensibles \u00e0 la notation. Nous utilisons Python pour calculer les sensibilit\u00e9s au risque de diff\u00e9rents portefeuilles d&#8217;obligations, de swaps et de swaptions, et nous les appliquons pour simuler le profit ou la perte d&#8217;un portefeuille, suite \u00e0 des changements dans les taux d&#8217;int\u00e9r\u00eat et la volatilit\u00e9 des options.<\/p>\n<p>Aucune exp\u00e9rience en mati\u00e8re de codage n&#8217;est n\u00e9cessaire. Le code Python t\u00e9l\u00e9chargeable est inclus afin que vous puissiez vous plonger directement dans le cours, tandis que nous vous guidons \u00e0 travers des exercices qui d\u00e9veloppent vos comp\u00e9tences pratiques en mati\u00e8re de mesure et de gestion du risque de march\u00e9.<\/p>\n<h4><strong>Qui devrait s&#8217;inscrire :<\/strong><\/h4>\n<p>Ce cours Python est polyvalent et s&#8217;adresse \u00e0 un large public. Il est parfait pour les professionnels de la finance, les analystes quantitatifs et les gestionnaires de risques qui cherchent \u00e0 renforcer leurs comp\u00e9tences en gestion des risques avec Python. Ce cours est adapt\u00e9 aux \u00e9tudiants des coll\u00e8ges et des universit\u00e9s qui aspirent \u00e0 devenir des professionnels du risque et de la finance avec un avantage Python.<\/p>\n<h4>Ce que vous gagnerez :<\/h4>\n<p>A la fin de ce cours, vous allez<\/p>\n<ul>\n<li>Approfondir votre compr\u00e9hension des sensibilit\u00e9s au risque telles que Delta, Gamma et Vega et leur application dans les\u00a0portefeuilles sensibles aux taux d&#8217;int\u00e9r\u00eat.<\/li>\n<li>Acqu\u00e9rir une exp\u00e9rience pratique dans l&#8217;utilisation de Python pour calculer les sensibilit\u00e9s au risque et simuler le profit ou la perte du portefeuille.<\/li>\n<li>Apprendre \u00e0 cr\u00e9er de puissantes visualisations de donn\u00e9es qui aident \u00e0 g\u00e9rer le risque dans les portefeuilles financiers.<\/li>\n<li>Am\u00e9liorez votre comp\u00e9titivit\u00e9 et votre employabilit\u00e9 dans les secteurs de la finance et de la gestion des risques en acqu\u00e9rant des comp\u00e9tences pratiques dans la mesure et la gestion du risque \u00e0 l&#8217;aide de Python.<\/li>\n<\/ul>\n<h4><strong>Dur\u00e9e du cours : <\/strong><\/h4>\n<p>1 heure<\/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<p><a href=\"https:\/\/www.optimalmrm.com\/fr\/produit\/sensibilites-au-risque\/\" target=\"_blank\" rel=\"noopener\"><span style=\"color: #002a5c;\"><strong>Sensibilit\u00e9s au risque (Excel)<\/strong><\/span><\/a><\/p>","protected":false},"excerpt":{"rendered":"<p>Dans ce cours d&#8217;apprentissage en ligne, nous passons en revue les concepts de sensibilit\u00e9s au risque, Delta, Gamma et Vega, pr\u00e9sent\u00e9s dans la version Excel du cours, et nous les d\u00e9veloppons en utilisant Python pour mesurer le risque, et cr\u00e9er de puissantes visualisations de donn\u00e9es pour nous aider \u00e0 g\u00e9rer le risque dans les portefeuilles sensibles \u00e0 la notation. Nous utilisons Python pour calculer les sensibilit\u00e9s au risque de diff\u00e9rents portefeuilles d&#8217;obligations, de swaps et de swaptions, et nous les appliquons pour simuler le profit ou la perte d&#8217;un portefeuille, suite \u00e0 des changements dans les taux d&#8217;int\u00e9r\u00eat et la volatilit\u00e9 des options.<\/p>\n<p>Aucune exp\u00e9rience en mati\u00e8re de codage n&#8217;est n\u00e9cessaire. Le code Python t\u00e9l\u00e9chargeable est inclus afin que vous puissiez vous plonger directement dans le cours, tandis que nous vous guidons \u00e0 travers des exercices qui d\u00e9veloppent vos comp\u00e9tences pratiques en mati\u00e8re de mesure et de gestion des risques de march\u00e9.<\/p>","protected":false},"featured_media":26068,"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-25958","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\/25958","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=25958"}],"version-history":[{"count":0,"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/product\/25958\/revisions"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/media\/26068"}],"wp:attachment":[{"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/media?parent=25958"}],"wp:term":[{"taxonomy":"product_brand","embeddable":true,"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/product_brand?post=25958"},{"taxonomy":"product_cat","embeddable":true,"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/product_cat?post=25958"},{"taxonomy":"product_tag","embeddable":true,"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/product_tag?post=25958"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}