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About this website

Objectives

The objectives of the website www.longin.fr is to present François Longin's activities : research, consulting and training in finance.

Credits

Some parts of the site have been created by Orego, a computer service company specialized in creating interactive and user-friendly applications. It provides its expertise in 3D, animation, physical and mathematical modeling, to design specific solutions for its customers.

Thanks to Patrick, Guillaume and Yasser for the code programming.

Thanks to Hubert for his comments and for the choice of the website name "Longin Inside".

Website statistics

Most viewed pages - Top 10:

• François Longin's biography - Financial innovation
• Consulting activities
• François Longin's research publications
• Training subjects
• Option pricers
• Research themes
• ESSEC Wealth management training
• Consulting in financial management for corporates
• Ads for training periods
• Consulting in wealth management

Most downloaded documents - Top 10 :

• The asymptotic distribution of extreme stock market returns
• Is the correlation in international equity returns constant : 1960-1990 ?
• From VaR to stress testing : the extreme value approach
• Extreme correlation of international equity markets
• Optimal margin level in futures markets : a method based on extreme price movements
• Beyond the VaR
• The threshold effect in expected volatility : a model based on asymmetric information
• The choice of the distribution of asset prices : how extreme value theory can help ?
• Winning in the best and worst of times : boom and crash options
• Minimal returns and the breakdown of the price-volume relation

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