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MSc Probability and Statistics (Course structure)

Course code and course titleECTS credits Type of course
 First year  
 First semester   
 Probability Theory 2  6.5C
 Probability Methods in Combinatorics   6.5C
 Mathematical Statistics 2   5C
 Optional (minimum 3 of the following below)   12   
 Design of experiments  5 O
 Branching processes  6.5 O
 Mathematical Optimization   6.5 O
 Applied Functional Analysis  6.5 O
 Optimal Control    6.5 O
 Stochastic Differential Equations    6.5 O
 Financial Mathematics 1   5 O
 Time Series    6.5 O
 Numerical Methods for Financial Problems   6.5 O
 Game Theory  6.5  O
 Practice Statistics with R  5 O
 Practice  with MATLAB   5 O
 Second semester  
 Renewal Theory 5 C
 Actuarial Mathematics  2 6.5 C
 Stochastic processes 6.5 C
 Optional (minimum 3 of the following below)   12  
 Decision theory  6 O
 Mortality Models   6.5 O
 Statistics of Random Processes  6.5 O
 Reliability, queues, inventory control   6.5 O
 Financial Mathematics 2    5 O
 Risk Management     6.5 O
 Psychometrics 5 O
 *The student is obliged to choose individually the optional courses, so that the ECTS credits sum for every semester to be equal 30.    
 Second year  
 Third semester    
 Master’s thesis  17 C
 Optional seminars (minimum 1 of the following below)   3   
 Seminar of Probability and Statistics    6.5 O
 Seminar of Robust  Statistics and Methodology  6.5 O
 Seminar of Financial Mathematics   6.5 O

*The student is obliged to choose individually the optional courses, so that the ECTS credits sum for every semester to be equal 30. 

Remarks:

  1. The optional courses can be learned in later semester than the indicated one.
  2. It is accepted that the credits per semester could be more than 30.