The schedule of the VS-MFP was changed. Additionally we are happy to announce a new lecture of Prof. Neslehova at WU Vienna. Please have a look below. Best, Sandra / FAM-office
------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------
Thu., 1.12.2022, 15:15-16:45 CET, seminar room DB gelb 07 TU Wien, Wiedner Hauptstraße 8, 1040 Wien, "Freihaus" building, yellow section, 7th floor
15:15
Nurtai Meimanjan (WU Vienna) Computation of systemic Risk Measures: A Mixed-Integer Programming Approach
16:00
Andreas Celary (WU Vienna) Regime-switching affine term structures
For further details (including abstracts) see https://fam.tuwien.ac.at/vs-mfp/
------------------------------------------------------------------------ WU Vienna - course "Extreme Value Theory" ------------------------------------------------------------------------
Prof. Johanna Neslehova (McGill University and WU) "Extreme Value Theory" (course with continuous assessment)
WU Vienna, Wed., 07.12.2022 - Mon., 19.12.2022 (around 3 hours per day)
For details see http://vvz.wu.ac.at/cgi-bin/vvz.pl?C=S&LANG=DE&S=22W&I=2394
All interested students are welcome. Please contact the Doctoral Office at WU (doktoratsreferat@wu.ac.at), if you wish to register for the course formally.
Students of Austrian universities (exept WU Vienna) can make an concurrent enrollment ("Mitbelegen") to get a certificate: https://www.wu.ac.at/en/programs/application-and-admission/concurrent-enroll...
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