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Author Archives: Prof. François Longin
Can we avoid financial crises? Extreme events in finance are characterized by very large price fluctuations on the financial markets. These stock market crashes always occur on very short periods, a day or even a few minutes with flash crashes. … Continue reading
Extreme Events in Finance: the Wiley handbook is out! Please to announce the latest Wiley research publication Extreme Events in Finance: a handbook of extreme value theory and its applications in the handbooks series Financial engineering and econometrics. Both versions … Continue reading
Wiley research book coming soon: Extreme Events in Finance: a handbook of extreme value theory and its applications Please to announce the Wiley publication Extreme Events in Finance: a handbook of extreme value theory and its applications in the handbooks … Continue reading
Announcing : Concluding international “RARE” workshop As part of a large worldwide network (FP7 – funded by Europe) working for the last 3 years on Risk Analysis, Ruin theory and Extremes – RARE, we are reaching our final 4th year … Continue reading
Watch this great video about the conference poster! By Pauline Delécaut, the event manager of the conference.
This new website for ESSEC Conference on Extreme Events in Finance offers you a user-friendly interface with the possibility to post comments and to share the website content on social networks (Facebook, Twitter and LinkedIn).