This article presents a research about the training of professionals for the financial market through Mathematical Modeling in an MBA program (Master of Business Administration) in Finance: Investment and Risk in the year 2012. The objective was to verify the capability of learning and constructing pedagogical autonomy of the student in the subject Advanced Topics in Mathematics by the Mathematical Modeling methodology in the process of dialogical construction. The Mathematical Modeling allows the problematizing of situations in context, promoting understanding and construction of knowledge, while these become tools for understanding the reality from which these same situations emerge. The results signaled the development of the ability to analyze information and the ability to discover patterns of behavior in order to identify opportunities for financial leverage.