Category Archives: Resources

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

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

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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