Master 2022/2023

Probability Theory and Mathematical Statistics

Type: Compulsory course (Stochastic Modeling in Economics and Finance)

Area of studies: Economics

Delivered by: Department of Statistics and Data Analysis

Where: Faculty of Economic Sciences

When: 1 year, 1, 2 module

Mode of studies: offline

Open to: students of one campus

Instructors: Dmitriy Borzykh, Jean-Francois Mehdi Jabir, Pavel Katyshev

Master’s programme: Stochastic Modelling in Economics and Finance

Language: English

ECTS credits: 6

Contact hours: 96

Course Syllabus

Abstract

This course aims to provide a solid introduction to probability theory and mathematical statistics. The fundamental concepts and mathematical tools for modeling and analysis of random phenomena will be presented and discussed.