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(a)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-enrol… ------------------------------------------------------------------------