{"id":5875,"date":"2025-08-19T15:03:56","date_gmt":"2025-08-19T15:03:56","guid":{"rendered":"https:\/\/detralytics.com\/?p=5875"},"modified":"2025-09-10T11:48:00","modified_gmt":"2025-09-10T11:48:00","slug":"interest-rate-inflation-modeling","status":"publish","type":"post","link":"https:\/\/detralytics.com\/fr\/learning\/risk-management\/interest-rate-inflation-modeling\/","title":{"rendered":"Mod\u00e9lisation des taux d\u2019int\u00e9r\u00eat et de l\u2019inflation"},"content":{"rendered":"<div data-elementor-type=\"wp-post\" data-elementor-id=\"5875\" class=\"elementor elementor-5875\" data-elementor-post-type=\"post\">\n\t\t\t\t<div class=\"elementor-element elementor-element-9dc8714 e-con-full e-flex e-con e-parent\" data-id=\"9dc8714\" data-element_type=\"container\" data-e-type=\"container\" data-settings=\"{&quot;background_background&quot;:&quot;classic&quot;,&quot;shape_divider_bottom&quot;:&quot;tilt&quot;}\">\n\t\t\t\t<div class=\"elementor-shape elementor-shape-bottom\" aria-hidden=\"true\" data-negative=\"false\">\n\t\t\t<svg xmlns=\"http:\/\/www.w3.org\/2000\/svg\" viewbox=\"0 0 1000 100\" preserveaspectratio=\"none\">\n\t<path class=\"elementor-shape-fill\" d=\"M0,6V0h1000v100L0,6z\"\/>\n<\/svg>\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-6f052ea elementor-widget elementor-widget-heading\" data-id=\"6f052ea\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<h1 class=\"elementor-heading-title elementor-size-default\">Mod\u00e9lisation des taux d\u2019int\u00e9r\u00eat et de l\u2019inflation<\/h1>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-0c8dc5f elementor-widget elementor-widget-heading\" data-id=\"0c8dc5f\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<h3 class=\"elementor-heading-title elementor-size-default\">D. Hainaut, PhD<\/h3>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t<div class=\"elementor-element elementor-element-4fae3a2 e-con-full e-flex e-con e-parent\" data-id=\"4fae3a2\" data-element_type=\"container\" data-e-type=\"container\">\n\t\t<div class=\"elementor-element elementor-element-ab7afb1 e-con-full e-flex e-con e-child\" data-id=\"ab7afb1\" data-element_type=\"container\" data-e-type=\"container\">\n\t\t\t\t<div class=\"elementor-element elementor-element-254f0bc elementor-widget elementor-widget-heading\" data-id=\"254f0bc\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<h2 class=\"elementor-heading-title elementor-size-default\">Description<\/h2>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-d2e84fd elementor-widget elementor-widget-text-editor\" data-id=\"d2e84fd\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<div class=\"page\" title=\"Page 3\">\n<div class=\"layoutArea\">\n<div class=\"column\">\n<p class=\"p1\">Cette formation pr\u00e9sente les diff\u00e9rentes approches de mod\u00e9lisation des taux d\u2019int\u00e9r\u00eat ainsi que de l\u2019inflation.<\/p>\n<p class=\"p1\">La premi\u00e8re partie porte sur la mod\u00e9lisation statique de la courbe des taux dont les mod\u00e8les de Nelson-Siegel, Svensson and Smith-Wilson. Ce dernier est maintenant un standard dans le secteur de l\u2019assurance et est recommand\u00e9 dans Solvency II.<\/p>\n<p class=\"p1\">La seconde partie de ce cours revoit les mod\u00e8les de taux stochastiques tels que : Hull &amp; White, Heath-Jarrow-Morton et G2++. L\u2019objectif n\u2019est pas de pr\u00e9senter une liste exhaustive de tous les mod\u00e8les mais plut\u00f4t d\u2019acqu\u00e9rir une connaissance pouss\u00e9e des mod\u00e8les Gaussiens pour les taux d\u2019int\u00e9r\u00eat instantan\u00e9s et fowards. Ce choix est motiv\u00e9 par la possibilit\u00e9 de tarifier analytiquement de nombreux produits d\u00e9riv\u00e9s.<\/p>\n<p class=\"p1\">La derni\u00e8re section \u00e9tudie la mod\u00e9lisation de l\u2019inflation avec une pr\u00e9sentation des outils de couverture. Nous pr\u00e9sentons le mod\u00e8le de Jarrow-Yildirim bas\u00e9 sur une analogie entre deux \u00e9conomies, l\u2019une domestique et l\u2019autre \u00e9trang\u00e8re.  Tout au long de ce module, nous accordons une attention particuli\u00e8re \u00e0 l\u2019estimation \u00e9conom\u00e9trique de ces mod\u00e8les \u00e0 l\u2019aide de s\u00e9ries temporelles et \u00e0 leur utilisation en gestion des risques.<\/p>\n<p class=\"p1\">Tous les mod\u00e8les sont impl\u00e9ment\u00e9s dans des exemple en R, distribu\u00e9s aux participants.<\/p>\n<\/div>\n<\/div>\n<\/div>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-79a6580 elementor-widget elementor-widget-heading\" data-id=\"79a6580\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<h2 class=\"elementor-heading-title elementor-size-default\">Programme<\/h2>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-d821de4 elementor-widget elementor-widget-text-editor\" data-id=\"d821de4\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<style>\n\/* espace uniquement entre les points principaux *\/\n.spaced-list > li {\n  margin-bottom: 24px; \/* ajuste la valeur \u00e0 ton go\u00fbt *\/\n}\n\n\/* pas d'espace en plus apr\u00e8s le dernier point *\/\n.spaced-list > li:last-child {\n  margin-bottom: 0;\n}\n\n\/* supprimer l\u2019espace des <p> internes pour \u00e9viter des trous avant les bullets *\/\n.spaced-list li > p {\n  margin: 0;\n}\n<\/style>\n\n<ol class=\"spaced-list\">\n  <li>Introduction<br \/>\n    <ul>\n      <li>March\u00e9 des obligation<\/li>\n      <li>Bootstrapping<\/li>\n      <li>Money market<\/li>\n      <li>Taux forward<\/li>\n      <li>Taux forward instantan\u00e9s<\/li>\n    <\/ul>\n  <\/li>\n  <li>Mod\u00e9lisation statique\n    <ul>\n      <li>Mod\u00e8le de Nelson-Siegel<\/li>\n      <li>Mod\u00e8le de Svensson<\/li>\n      <li>Mod\u00e8le de Smith-Wilson<\/li>\n      <li>Smith-Wilson, estimation<\/li>\n      <li>Smith-Wilson &amp; Solvency II<\/li>\n    <\/ul>\n  <\/li>\n  <li>\n    <p>Rappel de calcul stochastique<\/p>\n    <ul>\n      <li><p>Mouvement Brownien et lemme d\u2019It\u00f4<\/p><\/li>\n      <li><p>Mesure risque neutre<\/p><\/li>\n    <\/ul>\n  <\/li>\n  <li>Mod\u00e8le de taux court\n    <ul>\n      <li><p>Mod\u00e8le de Hull &amp; White<\/p><\/li>\n      <li><p>Estimation sous mesure r\u00e9elle P et risque neutre Q<\/p><\/li>\n      <li><p>Option sur obligations z\u00e9ro-coupons et couponn\u00e9es<\/p><\/li>\n      <li><p>Swaptions<\/p><\/li>\n      <li><p>Arbre trinomiaux<\/p><\/li>\n    <\/ul>\n  <\/li>\n  <li>Heath Jarrow Morton\n    <ul>\n      <li><p>D\u00e9finition et propri\u00e9t\u00e9s<\/p><\/li>\n      <li><p>Estimation \u00e9conom\u00e9trique<\/p><\/li>\n      <li><p>Illustration<\/p><\/li>\n      <li><p>Simulations<\/p><\/li>\n    <\/ul>\n  <\/li>\n  <li>Le mod\u00e8le \u00e0 2 facteurs Gaussiens additifs, G2++\n    <ul>\n      <li><p>D\u00e9finition et propri\u00e9t\u00e9s<\/p><\/li>\n      <li><p>Prix d\u2019obligations z\u00e9ro-coupons<\/p><\/li>\n      <li><p>Estimation sous la mesure r\u00e9elle P<\/p><\/li>\n      <li><p>Options sur obligation z\u00e9ro-coupon<\/p><\/li>\n    <\/ul>\n  <\/li>\n  <li>Mod\u00e9lisation de l\u2019inflation\n    <ul>\n      <li><p>Inflation<\/p><\/li>\n      <li><p>Obligation sur inflation: OATi<\/p><\/li>\n      <li><p>Z\u00e9ro-coupon swaps indexes sur l\u2019inflation<\/p><\/li>\n      <li><p>Year to year inflation swaps<\/p><\/li>\n      <li><p>Mod\u00e8le de Jarrow Yildirim (JY)<\/p><\/li>\n      <li><p>Estimation \u00e9conom\u00e9trique de JY<\/p><\/li>\n    <\/ul>\n  <\/li>\n<\/ol>\n\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t<div class=\"elementor-element elementor-element-7daa359 e-con-full e-flex e-con e-child\" data-id=\"7daa359\" data-element_type=\"container\" data-e-type=\"container\">\n\t\t\t\t<div class=\"elementor-element elementor-element-355647c elementor-widget elementor-widget-heading\" data-id=\"355647c\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<h2 class=\"elementor-heading-title elementor-size-default\">Orateur<\/h2>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-2a56262 elementor-widget elementor-widget-image\" data-id=\"2a56262\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"image.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t<img fetchpriority=\"high\" decoding=\"async\" width=\"1042\" height=\"1042\" src=\"https:\/\/detralytics.com\/wp-content\/uploads\/2023\/07\/Donatien_Rond.jpg\" class=\"attachment-full size-full wp-image-2876\" alt=\"Donatien Hainaut\" srcset=\"https:\/\/detralytics.com\/wp-content\/uploads\/2023\/07\/Donatien_Rond.jpg 1042w, https:\/\/detralytics.com\/wp-content\/uploads\/2023\/07\/Donatien_Rond-768x768.jpg 768w, https:\/\/detralytics.com\/wp-content\/uploads\/2023\/07\/Donatien_Rond-146x146.jpg 146w, https:\/\/detralytics.com\/wp-content\/uploads\/2023\/07\/Donatien_Rond-50x50.jpg 50w, https:\/\/detralytics.com\/wp-content\/uploads\/2023\/07\/Donatien_Rond-75x75.jpg 75w, https:\/\/detralytics.com\/wp-content\/uploads\/2023\/07\/Donatien_Rond-85x85.jpg 85w, https:\/\/detralytics.com\/wp-content\/uploads\/2023\/07\/Donatien_Rond-80x80.jpg 80w\" sizes=\"(max-width: 1042px) 100vw, 1042px\" \/>\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-ab825d4 elementor-widget elementor-widget-heading\" data-id=\"ab825d4\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<h2 class=\"elementor-heading-title elementor-size-default\">Donatien Hainaut<\/h2>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-d353b87 elementor-widget elementor-widget-text-editor\" data-id=\"d353b87\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<p><em>Conseiller Scientifique, Detralytics<\/em><br \/><em>Professeur, UCLouvain<\/em><\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t<div class=\"elementor-element elementor-element-0f29719 e-con-full e-flex e-con e-child\" data-id=\"0f29719\" data-element_type=\"container\" data-e-type=\"container\" data-settings=\"{&quot;background_background&quot;:&quot;gradient&quot;}\">\n\t\t\t\t<div class=\"elementor-element elementor-element-5de7e2a elementor-widget elementor-widget-text-editor\" data-id=\"5de7e2a\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<p><b>Date : <\/b>\u00c0 la demande<\/p>\n<p><b><\/b><b>Dur\u00e9e : <\/b>9h<\/p>\n<p><b style=\"letter-spacing: 0.3px; background-color: transparent;\">Accr\u00e9ditation :<\/b><span style=\"letter-spacing: 0.3px; background-color: transparent;\"> 9CPD | 54PPC<\/span><\/p>\n<p><b>Industrie :<\/b> Banque, Assurance<\/p>\n<p><b>Pr\u00e9requis :<\/b> R Studio, connaissances de base des march\u00e9s financiers<\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t<div class=\"elementor-element elementor-element-678e6db e-con-full e-flex e-con e-child\" data-id=\"678e6db\" data-element_type=\"container\" data-e-type=\"container\">\n\t\t\t\t<div class=\"elementor-element elementor-element-898935e elementor-align-center elementor-widget elementor-widget-button\" data-id=\"898935e\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"button.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<div class=\"elementor-button-wrapper\">\n\t\t\t\t\t<a class=\"elementor-button elementor-button-link elementor-size-sm\" href=\"mailto:learning@detralytics.eu\">\n\t\t\t\t\t\t<span class=\"elementor-button-content-wrapper\">\n\t\t\t\t\t\t\t\t\t<span class=\"elementor-button-text\">Introduire une demande<\/span>\n\t\t\t\t\t<\/span>\n\t\t\t\t\t<\/a>\n\t\t\t\t<\/div>\n\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t<div class=\"elementor-element elementor-element-07e40ea e-con-full e-flex e-con e-child\" data-id=\"07e40ea\" data-element_type=\"container\" data-e-type=\"container\">\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t<div class=\"elementor-element elementor-element-89b6347 e-con-full e-flex e-con e-parent\" data-id=\"89b6347\" data-element_type=\"container\" data-e-type=\"container\">\n\t\t\t\t<div class=\"elementor-element elementor-element-383049d elementor-widget elementor-widget-heading\" data-id=\"383049d\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<h2 class=\"elementor-heading-title elementor-size-default\">Comp\u00e9tences acquises<\/h2>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-bc0d89b elementor-widget elementor-widget-text-editor\" data-id=\"bc0d89b\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<p>\u00c0 l\u2019issue de cette formation, les participants seront capables de :<\/p>\n<ul>\n<li>Impl\u00e9menter et calibrer un mod\u00e8le statique de taux statique;<\/li>\n<li>Impl\u00e9menter un mod\u00e8le Gaussien pour les taux<\/li>\n<li>Estimer leurs param\u00e8tres \u00e0 partir de s\u00e9ries temporelles (sous mesure r\u00e9elle)<\/li>\n<li>Tarifier des produits d\u00e9riv\u00e9s de taux : options sur obligations et swaptions, notamment \u00e0 l\u2019aide d\u2019arbres trinomiaux<\/li>\n<li>Impl\u00e9menter et ajuster le mod\u00e8le de Jarrow-Yildirim pour l\u2019inflation.<\/li>\n<\/ul>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t<div class=\"elementor-element elementor-element-6d47b7c e-con-full e-flex e-con e-parent\" data-id=\"6d47b7c\" data-element_type=\"container\" data-e-type=\"container\">\n\t\t\t\t<div class=\"elementor-element elementor-element-cc3d72a elementor-widget elementor-widget-heading\" data-id=\"cc3d72a\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<h2 class=\"elementor-heading-title elementor-size-default\">\u00c0 propos des orateurs<\/h2>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-224cb75 elementor-widget elementor-widget-heading\" data-id=\"224cb75\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<h2 class=\"elementor-heading-title elementor-size-default\">Donatien Hainaut<\/h2>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-58dff6d elementor-widget elementor-widget-text-editor\" data-id=\"58dff6d\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<p class=\"has-text-color has-link-color wp-elements-ae5c48d82f22f2e0c01ebb851eee595b\">Donatien Hainaut est Conseiller Scientifique chez Detralytics et Professeur \u00e0 l\u2019UCLouvain (Belgique), o\u00f9 il dirige le Master en Data Science \u00e0 orientation statistique. Auparavant, il a occup\u00e9 plusieurs postes acad\u00e9miques, notamment en tant que Professeur Associ\u00e9 \u00e0 la Rennes School of Business et \u00e0 l\u2019ENSAE \u00e0 Paris. Il poss\u00e8de \u00e9galement une solide exp\u00e9rience en entreprise, ayant travaill\u00e9 comme Risk Officer, Quantitative Analyst et ALM Officer.<\/p><p class=\"has-text-color has-link-color wp-elements-319687f5e483df5041193c0b748e25dd\">Actuaire qualifi\u00e9 et titulaire d\u2019un doctorat en Asset and Liability Management, ses recherches actuelles portent sur les m\u00e9canismes de contagion dans les processus stochastiques ainsi que sur les applications des r\u00e9seaux de neurones en assurance.<\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t<div class=\"elementor-element elementor-element-179f58e e-con-full e-flex e-con e-parent\" data-id=\"179f58e\" data-element_type=\"container\" data-e-type=\"container\">\n\t\t\t\t<div class=\"elementor-element elementor-element-4544acf elementor-align-center elementor-widget elementor-widget-button\" data-id=\"4544acf\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"button.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<div class=\"elementor-button-wrapper\">\n\t\t\t\t\t<a class=\"elementor-button elementor-button-link elementor-size-sm\" href=\"https:\/\/detralytics.com\/fr\/trainings\/#opentrainings\">\n\t\t\t\t\t\t<span class=\"elementor-button-content-wrapper\">\n\t\t\t\t\t\t<span class=\"elementor-button-icon\">\n\t\t\t\t<svg aria-hidden=\"true\" class=\"e-font-icon-svg e-fas-arrow-right\" viewbox=\"0 0 448 512\" xmlns=\"http:\/\/www.w3.org\/2000\/svg\"><path d=\"M190.5 66.9l22.2-22.2c9.4-9.4 24.6-9.4 33.9 0L441 239c9.4 9.4 9.4 24.6 0 33.9L246.6 467.3c-9.4 9.4-24.6 9.4-33.9 0l-22.2-22.2c-9.5-9.5-9.3-25 .4-34.3L311.4 296H24c-13.3 0-24-10.7-24-24v-32c0-13.3 10.7-24 24-24h287.4L190.9 101.2c-9.8-9.3-10-24.8-.4-34.3z\"><\/path><\/svg>\t\t\t<\/span>\n\t\t\t\t\t\t\t\t\t<span class=\"elementor-button-text\">Nos formations<\/span>\n\t\t\t\t\t<\/span>\n\t\t\t\t\t<\/a>\n\t\t\t\t<\/div>\n\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>","protected":false},"excerpt":{"rendered":"<p>Cette formation pr\u00e9sente les diff\u00e9rentes approches de mod\u00e9lisation des taux d\u2019int\u00e9r\u00eat ainsi que de l\u2019inflation. Tout au long de ce module, nous accordons une attention particuli\u00e8re \u00e0 l\u2019estimation \u00e9conom\u00e9trique de ces mod\u00e8les \u00e0 l\u2019aide de s\u00e9ries temporelles et \u00e0 leur utilisation en gestion des risques. <\/p>","protected":false},"author":1,"featured_media":5876,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[152],"tags":[150],"class_list":["post-5875","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-risk-management","tag-risk-management"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v27.9 - https:\/\/yoast.com\/product\/yoast-seo-wordpress\/ -->\n<title>Training : Interest rate &amp; inflation modeling<\/title>\n<meta name=\"description\" content=\"Through the exploration of the modeling of interest rate and inflation, a particular attention is granted to the econometric estimation of the models and to their use in risk management.\" \/>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/detralytics.com\/fr\/learning\/risk-management\/interest-rate-inflation-modeling\/\" \/>\n<meta property=\"og:locale\" content=\"fr_FR\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Training : Interest rate &amp; 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