Author Archives: Prof. François Longin

Mathematics for Industry: Blockchain & Cryptocurrencies Conference

Mathematics for Industry: Blockchain & Cryptocurrencies Conference A one-day conference Mathematics for Industry: Blockchain and Cryptocurrencies is due to be held in the School of Mathematics at the University of Manchester, UK, on 8th September 2018. The aim of the … Continue reading

Posted in Events | Leave a comment

Congratulations to Shashwat Gangwal for his best award paper

Congratulations to Shashwat Gangwal for his best award paper It seems that Bitcoin is a hot topic these days. In fact, many of my students at ESSEC Business School have invested (real) money in cryptocurrencies. When I started to do … Continue reading

Posted in Events, Research papers | Leave a comment

Can we avoid financial crises?

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

Posted in General | Leave a comment

Extreme Events in Finance: the Wiley handbook is out!

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

Posted in Handbook | Leave a comment

Wiley handbook Extreme Events in Finance coming soon!

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

Posted in Handbook | Leave a comment

Concluding international “RARE” workshop

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

Posted in Events | Leave a comment

Video about ESSEC Conference poster

Watch this great video about the conference poster! By Pauline Delécaut, the event manager of the conference.

Posted in General | Tagged , , , , , , , , , | Leave a comment

New website for ESSEC Conference on Extreme Events in Finance!

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).

Posted in General | Leave a comment