April 26

12.15-12.45 Attila Lovas
P. Erdos, A. Renyi: On a classical problem of probability theory

12.45-13.15 Szabolcs Hodossy
A. K. Singh, D. E. Allen, R. J. Powell: Value at Risk Estimation Using Extreme Value Theory

13.15-13.45 Renata Szucs
R. Gencay, F. Selcuk: Extreme value theory and Value-at-Risk: Relative performance in emerging markets

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May 3

12.15-12.45 Akos Somogyi
G. Alsmeyer, Z. Kabluchko, A. Marynych: A leader-election procedure using records

12.45-13.15 Zsofia Talyigas
M. Falk, G. Stupfler: An offspring of multivariate extreme value theory: the max-characteristic function

13.15-13.45 Patricia Szabo
E. Koch: Spatial risk measures and applications to max-stable processes

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May 10

12.15-12.45 Marie-Cecile Riom
M. Gilli, E. Kellezi: An Application of Extreme Value Theory for Measuring Financial Risk

12.45-13.15 Anna Zsofia Nemeth
Y. Bensalah: Steps in Applying Extreme Value Theory to Finance: A Review

13.15-13.45 Thibault Formal
V. Marimoutou, B. Raggad, A. Trabelsi: Extreme Value Theory and Value at Risk: Application to Oil Market

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May 17

12.15-12.45 Hugo Swolarski
E. Ben-Naim, P. L. Krapivsky: Persistence of Random Walk Records

12.45-13.15 Istvan Bakos
E. Brodin, C. Kluppelberg: Extreme Value Theory in Finance