The resolution of mathematical problems in connexion with the real world establishes a link between Mathematics and Reality. We can not forget that the History of Mathematics is plenty of examples where the resolution of problems has impulse the growth of the knowledge in Mathematics. In front of a real situation, a numerical result cannot have sense if we analyse it in the context of the problem. Mathematical Modelling is understood as the process in which real situations are analysed in terms of Mathematics in order to determine the main elements of the problem their relations, their regularities. In this paper we present several examples developed by students of secondary level related to modelling and we also analyse some theoretical questions related to the Solving Problem Learning (SPL) as one of the models that nowadays is the most extended.
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