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Mathematical models in finance
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Autores
Orientador(es)
Resumo(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.
Descrição
Palavras-chave
Mathematical Finance Stochastic Calculus Modelling Options
Contexto Educativo
Citação
Grossinho, Maria do Rosário .(2007). “Mathematical models in finance” in A Portrait of State-of-the-art Research at the Technical University of Lisbon, Manuel Seabra Pereira, (Ed.).pp. 89-101. (Search Chapter PDF in 2024).