Abstract: During the several past decades, stochastic processes have become important tool in description of financial assets prices evolution. Black-Scholes formula, originally published in 1973, provided financial practitioners with mathematics-based way, how to determine fair prices of european style options, which was succesfully used until so called Black Monday in 1987, when crucial dicsrepancies between real market data and theory were observed. As actual research shows, relativistic physics is able to get rid of these problems, obviously, at some expense. In this work, we try to elucidate the role of relativistic physics in the field of financial mathematics and come up with some observations and ideas, which could help this field in its further development.