Grossinho, Maria do Rosário2022-05-312022-05-312007Grossinho, 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).http://hdl.handle.net/10400.5/24428In 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.engMathematical FinanceStochastic Calculus and ModellingOptionsjournal article