Publicação
Mathematical models in finance
| dc.contributor.author | Grossinho, Maria do Rosário | |
| dc.date.accessioned | 2024-04-09T10:00:04Z | |
| dc.date.available | 2024-04-09T10:00:04Z | |
| dc.date.issued | 2007 | |
| dc.description.abstract | 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. | pt_PT |
| dc.description.version | info:eu-repo/semantics/publishedVersion | pt_PT |
| dc.identifier.citation | 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). | pt_PT |
| dc.identifier.isbn | 10 1-4020-5690-7 (e-book) | |
| dc.identifier.uri | http://hdl.handle.net/10400.5/30702 | |
| dc.language.iso | eng | pt_PT |
| dc.publisher | Springer | pt_PT |
| dc.subject | Mathematical Finance | pt_PT |
| dc.subject | Stochastic Calculus | pt_PT |
| dc.subject | Modelling | pt_PT |
| dc.subject | Options | pt_PT |
| dc.title | Mathematical models in finance | pt_PT |
| dc.type | book part | |
| dspace.entity.type | Publication | |
| rcaap.rights | openAccess | pt_PT |
| rcaap.type | bookPart | pt_PT |