Mathematical Statistics: Statistical Modelling of Extreme Values
Start
Spring 2026
Level
Master's
Language
English
Place of study
Lund
Course code
MASM15
The course “Statistical Modeling of Extreme Values” teaches you how to understand and apply extreme value theory. You will gain knowledge on how to model and analyze extreme events, which is important in fields such as finance, safety engineering, actuarial science, and environmental science. The course is an elective compulsory course at an advanced level for a Master’s degree in Mathematical Statistics. The teaching is conducted in English.
The studies consist of lectures, exercises, and laboratory sessions. The laboratory sessions are mandatory and integrated with other teaching activities. The examination is carried out through a written exam at the end of the course. To pass, you must have a passed exam, approved laboratory reports, and participate in all mandatory components.
Prerequisites
Knowledge corresponding to MASA01 Mathematical Statistics: Basic Course, 15 ECTS credits, and MASC01 Mathematical Statistics: Probability Theory, 7.5 ECTS credits. English 6/English Course B.
Selection criteria
Seats are allocated according to: ECTS (HPAV): 100 %.
Tuition fees for non-EU/EEA citizens
Citizens of countries outside:
- The European Union (EU)
- The European Economic Area (EEA) and
- Switzerland
are required to pay tuition fees. You pay an instalment of the tuition fee in advance of each
semester.
Tuition fees, payments and exemptions
Full programme/course tuition fee: SEK 21,250
First payment: SEK 21,250
Note that you may also need to pay an application fee, or provide proof of exemption.
No tuition fees for citizens of the EU, EEA and Switzerland
There are no tuition fees for citizens of the European Union (EU), the European Economic Area (EEA) and Switzerland.
Contact us
Director of studies
Email: studierektor@matstat.lu.se