{"id":75,"date":"2016-08-02T11:18:17","date_gmt":"2016-08-02T11:18:17","guid":{"rendered":"https:\/\/www.ephiquant.com\/?page_id=75"},"modified":"2016-09-21T18:18:15","modified_gmt":"2016-09-21T18:18:15","slug":"matlab","status":"publish","type":"page","link":"https:\/\/www.ephiquant.com\/?page_id=75","title":{"rendered":"MATLAB"},"content":{"rendered":"<p style=\"text-align: justify;\"><strong>Matlab<\/strong> (<strong>Mat<\/strong>rix <strong>Lab<\/strong>oratory) est un puissant logiciel de calcul num\u00e9rique tr\u00e8s utilis\u00e9 dans les sciences dures. Il permet notamment de r\u00e9soudre des probl\u00e8mes computationnels des plus complexes. C\u2019est au vue de sa capacit\u00e9 \u00e0 op\u00e9rer des calculs matriciels complexes et de sa robustesse que l\u2019ing\u00e9nierie financi\u00e8re \u00e0 tr\u00e8s vite adopt\u00e9 <strong>Matlab<\/strong> comme un outil d\u2019optimisation en gestion de\u00a0portefeuille et en\u00a0\u00e9valuation des produits d\u00e9riv\u00e9s mais \u00e9galement d\u2019analyse et mod\u00e9lisation avec les outils <strong>Financial Toolbox<\/strong>, <strong>Econometrics Toolbox.\u00a0<\/strong><\/p>\n<p>Enfin de vous permettre la ma\u00eetrise de ce logiciel pour la finance quantitative, nous<strong>\u00a0<\/strong>vous proposons les formations suivantes :<\/p>\n<style type=\"text\/css\" scoped=\"scoped\">.panel-6a4c041965de0 h3.panel-title{color:#ffffff;}.panel-6a4c041965de0{border-color:#235aef;}.panel-6a4c041965de0 .panel-heading{background-color:#235aef;over-flow:hidden;}.panel-6a4c041965de0{border-radius:0px;} <\/style><div class=\"panel magee-panel  panel-6a4c041965de0\" id=\"\">\r\n                                        <div class=\"panel-heading\">\r\n                                            <h3 class=\"panel-title\">MATLAB : Les fondamentaux<\/h3>\r\n                                        <\/div>\r\n                                        <div class=\"panel-body\">\r\n                                            \n<p><strong>&#8211; Introduction et d\u00e9couverte de l&#8217;environnement MATLAB<\/strong><\/p>\n<p><strong>&#8211; Variables et structures de donn\u00e9es : les bases de la cr\u00e9ation de variables, vecteurs &amp; Matrices &#8230;<\/strong><\/p>\n<p><strong>&#8211; Tout sur les fonctions<\/strong><\/p>\n<p><strong>&#8211; Programmation fondamentale : structures de contr\u00f4les et les boucles ou it\u00e9rations<\/strong><\/p>\n<p><strong>&#8211; Importer et exporter les donn\u00e9es : .txt*,xlsx,.csv,&#8230;<\/strong><\/p>\n<p><strong>&#8211; Visualisation graphique des donn\u00e9es (2D et 3D)<\/strong><\/p>\n<p><strong>&#8211; Programmation Orient\u00e9e Objet<\/strong><\/p>\n\r\n                                        <\/div>\r\n                                    <\/div>\n<style type=\"text\/css\" scoped=\"scoped\">.panel-6a4c041965e22 h3.panel-title{color:#ffffff;}.panel-6a4c041965e22{border-color:#9b2d17;}.panel-6a4c041965e22 .panel-heading{background-color:#9b2d17;over-flow:hidden;}.panel-6a4c041965e22{border-radius:0px;} <\/style><div class=\"panel magee-panel  panel-6a4c041965e22\" id=\"\">\r\n                                        <div class=\"panel-heading\">\r\n                                            <h3 class=\"panel-title\">Ing\u00e9nierie Financi\u00e8re avec MATLAB <\/h3>\r\n                                        <\/div>\r\n                                        <div class=\"panel-body\">\r\n                                            \n<p><strong>&#8211; Introduction aux M\u00e9thodes\u00a0num\u00e9riques<\/strong><\/p>\n<ul>\n<li>D\u00e9termination de racines, d\u00e9riv\u00e9es..<\/li>\n<li>Alg\u00e8bre lin\u00e9aire<\/li>\n<li>introduction aux m\u00e9thodes d&#8217;optimisation<\/li>\n<\/ul>\n<p><strong>&#8211; Analyse des Financial Times Series<\/strong><\/p>\n<ul>\n<li>Variables al\u00e9atoires et les fonctions de distributions usuelles<\/li>\n<li>Model lin\u00e9aire des rendements de titre ( CAPM &amp; APT)<\/li>\n<li>Analyse des s\u00e9ries temporelles : ARIMA framework<\/li>\n<\/ul>\n<p><strong>&#8211; Design et optimisation de Portefeuille : Markovitz portfolio theory frameWork in detail<\/strong><\/p>\n<ul>\n<li>Revue th\u00e9orique<\/li>\n<li>Cas pratique<\/li>\n<\/ul>\n<p><strong>&#8211; Model\u00e9s de gestion de portefeuille avanc\u00e9s :<\/strong><\/p>\n<ul>\n<li>VaR portfolio,<\/li>\n<li>Black-litterman portfolio&#8230;<\/li>\n<\/ul>\n<p><strong>&#8211;\u00a0Pricing et Analyse des produits d\u00e9riv\u00e9s :<\/strong><\/p>\n<ul>\n<li>Mod\u00e8le Bi\/Trinomiale,<\/li>\n<li>Introduction au processus stochastique- Model Black &amp; Scholes,<\/li>\n<li>Pricing par la Simulation de Monte Carlo&#8230;<\/li>\n<li>Analyse de sensibilit\u00e9 : les Greeks<\/li>\n<li>Volatilit\u00e9 implicite<\/li>\n<li>Mod\u00e8les pour le\u00a0taux d\u2019Int\u00e9r\u00eats<\/li>\n<\/ul>\n\r\n                                        <\/div>\r\n                                    <\/div>\n<div class=\"d_reactions\" data-post-id=\"75\" data-post-url=\"https:\/\/www.ephiquant.com\/?page_id=75\" data-post-title=\"MATLAB\" data-post-img=\"\"><\/div> <!-- Check out https:\/\/reactandshare.com -->","protected":false},"excerpt":{"rendered":"<p>Matlab (Matrix Laboratory) est un puissant logiciel de calcul num\u00e9rique tr\u00e8s utilis\u00e9 dans les sciences dures. Il permet notamment de r\u00e9soudre des probl\u00e8mes computationnels des plus complexes. C\u2019est au vue de sa capacit\u00e9 \u00e0 op\u00e9rer des calculs matriciels complexes et [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"footnotes":""},"class_list":["post-75","page","type-page","status-publish","hentry"],"_links":{"self":[{"href":"https:\/\/www.ephiquant.com\/index.php?rest_route=\/wp\/v2\/pages\/75","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.ephiquant.com\/index.php?rest_route=\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/www.ephiquant.com\/index.php?rest_route=\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/www.ephiquant.com\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.ephiquant.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=75"}],"version-history":[{"count":20,"href":"https:\/\/www.ephiquant.com\/index.php?rest_route=\/wp\/v2\/pages\/75\/revisions"}],"predecessor-version":[{"id":419,"href":"https:\/\/www.ephiquant.com\/index.php?rest_route=\/wp\/v2\/pages\/75\/revisions\/419"}],"wp:attachment":[{"href":"https:\/\/www.ephiquant.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=75"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}