According to the current cosmological paradigm, structure in the Universe builds up through hierarchical clustering. Small scale dark matter fluctuations are the first to collapse and form bound halos, which progressively grow by merging with of each other. Dark matter halos are therefore the building blocks of the Universe. Numerical simulations provide detailed information on halo properties, which appear to be roughly universal. Unfortunately, the analytical modelling of halos is an old pending issue and the origin of those properties is poorly understood. This Thesis addresses this issue.
A model is built for the inner structure, substructure, kinematics and triaxiality of simulated halos, which allows one to show they are simply the consequence of haloes evolving from triaxial peaks in the primordial random Gaussian field of density perturbations. The link between halo properties and the power spectrum of density perturbations is established, which has important implications for the theory of galaxy formation.