Category Archives: Handbook

Extreme Operational Events

Extreme Operational Events This post about extreme operational events was added by Maxime Laot supervisor at European Central Bank. Another type of extreme events Extreme events in finance do not consist in stock market crashes only. Unfortunately, their scope is … Continue reading

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Bounded rationalities, routines, and practical as well theoretical blindness: on the discrepancy between markets and corporations

Bounded rationalities, routines, and practical as well theoretical blindness: on the discrepancy between markets and corporations The everlasting financial 2008 crisis awoke people from a dream. The dream consisted in the assumption that everything, in our economy and financial networks … Continue reading

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EVT seen by a Vet: a practitioner’s experience of extreme value theory

EVT seen by a Vet: a practitioner’s experience of extreme value theory Financial shocks happen to be much more frequent than wanted. With longer life, and admittedly longer professional life, experience shows how difficult it is to manage through these … Continue reading

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Protecting Assets Under Non-Parametric Market Conditions

Protecting Assets Under Non-Parametric Market Conditions How to invest under non-parametric market conditions! Whether we wish it or not, like it or not, we live in a world in which passenger planes disappear, buildings collapse, rockets explode, countries implode and … Continue reading

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Multidisciplinary research at ESSEC

Multidisciplinary research at ESSEC in extreme events It is my greatest pleasure and privilege, as the Dean of ESSEC Faculty, to talk about the Wiley handbook Extreme Events in Finance edited by my colleague Prof. François Longin from the Finance … Continue reading

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New ESSEC research contribution in finance

New ESSEC research contribution in finance ESSEC is very happy to welcome this new Wiley handbook Extreme Events in Finance edited by Prof. François Longin. ESSEC research in financial risk and extreme events is a long tradition in our institution. … Continue reading

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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

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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

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