Vives i Santa Eulàlia, Josep, 1963-Moro Lozano, Arnau2016-05-032016-05-032016-01-17https://hdl.handle.net/2445/98195Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2016, Director: Josep Vives i Santa EulàliaI decided to do this project after attending the subjects of Modelling and Stochastic Processes; the main objective was to relate the two subjects and deep into them. I have reached it dealing with the issue of Financial Mathematics. On the one hand, I have introduced the topic of financial market in discrete time using previous concepts such as that of martingale and be able to develop the model of Cox-Ross-Rubinstein. On the other hand, to deal with the financial market in continuous time and relate the two subjects, I have introduced the stochastic processes and I have achieved to detail the Balck-Scholes model.62 p.application/pdfcatcc-by-nc-nd (c) Arnau Moro Lozano, 2016http://creativecommons.org/licenses/by-nc-nd/3.0/esMercat financerTreballs de fi de grauMatemàtica financeraMartingales (Matemàtica)Processos estocàsticsFinancial marketBachelor's thesesBusiness mathematicsMartingales (Mathematics)Stochastic processesinfo:eu-repo/semantics/bachelorThesisinfo:eu-repo/semantics/openAccess