Category Archives: Resources

Financial maps

Posted on 25/06/2023 by Prof. François Longin

Financial maps A new for this website: Financial maps The financial maps provide a visual representation of key financial measures of financial markets worldwide. The current version focuses on the following performance and risk measures: Performance measured by the average … Continue reading →

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The LTCM crisis: what can we learn 20 years after?

Posted on 16/09/2017 by Matthieu Benavoli

The LTCM crisis: what can we learn 20 years after? This post about the LTCM crisis presents a recent resource about financial crises added by Matthieu Benavoli financial analyst at Ace Finance Conseil. LTCM LTCM, “Long Term Capital Management”, was … Continue reading →

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Statistical tools for extreme value analysis

Posted on 07/03/2017 by Stephen Chan

Statistical tools for extreme value analysis Both academics and pratictioners widely apply Extreme Value Analysis (EVA) in their applied research work. Some examples of field applications: coastal engineers, structural engineers, geological engineers, investment banks, risk management, hydrologists and seismologists. More … Continue reading →

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