Category Archives: Resources

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 →

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 →