Vives i Santa Eulàlia, Josep, 1963-Ovejero Torres, Laura2023-01-132023-01-132022-06-13https://hdl.handle.net/2445/192140Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2022, Director: Josep Vives i Santa Eulàlia[en] In this work we will explain stochastic integration for brownian motion and martingales, from basic but necessary concepts from stochastic analysis to how it is applied to Girsanov Theorem, which is the main theorem in this project. Moreover, we will briefly develop how stochastic analysis is applied to Black-Scholes financial model, both developing necessary conditions and the mathematic equation for european options.46 p.application/pdfcatcc-by-nc-nd (c) Laura Ovejero Torres, 2022http://creativecommons.org/licenses/by-nc-nd/3.0/es/Anàlisi estocàsticaTreballs de fi de grauIntegrals estocàstiquesEstadística matemàticaMercat financerStochastic analysisBachelor's thesesStochastic integralsMathematical statisticsFinancial marketinfo:eu-repo/semantics/bachelorThesisinfo:eu-repo/semantics/openAccess