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# MSc Probability and Statistics (Course structure)

Course code and course title | ECTS credits | Type of course |

First year | ||

First semester | ||

Probability Theory 2 | 6.5 | C |

Probability Methods in Combinatorics | 6.5 | C |

Mathematical Statistics 2 | 5 | C |

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:

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