Charles University Faculty of Mathematics and Physics
Master in Probability, Mathematical Statistics and Econometrics
Prague, Czech Republic
MSc
DURATION
2 years
LANGUAGES
English
PACE
Full time
APPLICATION DEADLINE
EARLIEST START DATE
STUDY FORMAT
On-Campus
Key Summary
About: The Master in Probability, Mathematical Statistics and Econometrics gives advanced instruction in probability theory, mathematical statistics, econometrics, optimization, measure theory, linear algebra, modelling, and data analysis. Mandatory courses, electives and seminars connect theory and applications and lead to a thesis-based specialization. The programme prepares students for doctoral study at Charles University or elsewhere and is offered as a two-year master's in English at an established European university.
Career Outcomes: Graduates are ready for roles and research; they can work as data scientists, quantitative analysts, econometricians, statistical consultants, academic researchers across academia, finance, medical research, humanities, or pursue a PhD.
The study program Probability, Mathematical Statistics, and Econometrics provides to the students advanced knowledge in several branches of mathematics focused on random events and their analysis (probability theory, mathematical statistics, econometrics, optimization). It is characterized by a deep insight into these branches and focuses on their mutual connections. An advanced level of basic knowledge in these branches is reached by attending mandatory courses. In elective courses, students deepen their knowledge in more narrow areas, chosen namely with respect to the topic of their master thesis. Thanks to the seminars the students may be in touch with current problems of mathematical research.
Mathematical disciplines covered by this study program are well-established with narrow connections to other parts of mathematics. The theory is based mostly on mathematical analysis (measure theory) and linear algebra, many methods exploit numerical mathematics. On the other hand, these parts of mathematics are influenced and inspired also by problems from probability and statistics. Mathematical methods for random phenomena is one the most widely used parts of mathematics both in research and in practice.
Aims of the program include preparation for a Ph.D. study of probability, statistics, or related areas at the Charles university or at another university. Students encounter applications of mathematical theories, theorems, and methods for solving concrete problems. Their future employment is very diverse in academia, industry, financial institutions, medical and biological research, or in humanities.
Program with specializations: Theory of Probability, Mathematical Statistics, and Econometrics. Students will choose a specialization until the end of the first section of the study.
A graduate of the study program Probability, Mathematical Statistics and Econometrics has advanced knowledge in basic areas of mathematics of chance (probability theory, mathematical statistics, optimization) and understands their mutual connections, including connections to other areas of mathematics. He or she is able to apply advanced theoretical methods to solving particular problems.
A graduate is prepared for highly qualified work as a specialist in diverse areas (economics, technics, finance, science, and humanities) and also for a Ph.D. study as well.
