The 17th Winter School on Mathematical Finance will take place on January 22-24, 2018 in Congrescentrum De Werelt, Lunteren, The Netherlands. Special topics are Extreme Risks, and Algorithmic and high-frequency trading. There will be two mini courses of 5 hours each by Emmanuel Gobet (Ecole Polytechnique, Palaiseau) and Sebastian Jaimungal (University of Toronto). Special invited lectures will be given by Beatrice Acciaio (London School of Economics), Giulia Di Nunno (University of Oslo), and Martino Grasselli (Pôle Universitaire Léonard de Vinci, Paris La Defense and University of Padua). Four short lectures complete the programme. Registration and further information on the website.