Mathematical models in finance

Grossinho, Maria do Rosário

http://hdl.handle.net/10400.5/24428

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Authors

Grossinho, Maria do Rosário

Abstract(s)

In this paper we illustrate the interplay between Mathematics and Finance, pointing out the relevance of stochastic calculus and mathematical modelling in some important aspects of modern finance. We present two types of mathematical models: the binomial asset pricing model and continuous-time models. We point out some sensitive points of research.

Keywords

Mathematical Finance Stochastic Calculus and Modelling Options

URI

http://hdl.handle.net/10400.5/24428

Citation

Grossinho, Maria do Rosário. (2007). "Mathematical models in finance." A Portrait of State-of-the-Art Research at the Technical University of Lisbon. Springer, Dordrecht – pp. 89-101. (Search PDF in 2022).