11th May

12.15-12.45
Felisberto David Wandi Chivela
M. Bibinger: Gumbel convergence of the maximum of convoluted half-normally distributed random variables

12.45-13.15
Agnes Kusz
R. Jacobovic, O. Zuk: A phase transition for the probability of being a maximum among random vectors with general iid coordinates

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18th May

12.15-12.45
Levente David
E. Brodin, C. Kluppelberg: Extreme Value Theory in Finance

12.45-13.15
Adam Mark Balog
H. Arian, H. Poorvasei, A. Sharifi, S. Zamani: The Uncertain Shape of Grey Swans: Extreme Value Theory with Uncertain Threshold

13.15-13.45
Mate Matuz
V. Fernandez: Extreme value theory: value at risk and returns dependence around the world