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Mathematical Models in Finance

Name: Mathematical Models in Finance
Creator: Grossinho, Maria do Rosário
Keywords: Mathematical Finance, Options, 4. Education, 8. Economic growth, 1. No poverty, Stochastic Calculus and Modelling, Stochastic Calculus, Modelling, 12. Responsible consumption

descriptionPublicationkeyboard_double_arrow_right Part of book or chapter of book , Other literature type , Article 24 Nov 2007 Portugal English Publisher:Springer Netherlands

Authors: Grossinho, Maria do Rosário;

doi: 10.1007/978-1-4020-5690-1_5

handle: 10400.5/24428 , 10400.5/30702

Mathematical Models in Finance

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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.

Country

Portugal

Related Organizations

Technical University of Lisbon
Portugal
INSTITUTO SUPERIOR DE ECONOMIA E GESTAO - ISEG
Portugal
Universidade de Lisboa
Portugal
Instituto Superior de Economia e Gestão Universidade Técnica de Lisboa
Portugal
UNIVERSIDADE TECNICA DE LISBOA - UTL
Portugal

Keywords

Mathematical Finance, Options, Stochastic Calculus and Modelling, Stochastic Calculus, Modelling

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	influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).	Average
	impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.	Average