In this talk we will explore the valuation problem: given an asset, how much is it worth? Although financial theory has provided solutions to this problem (which will be surveyed on the talk) in practice the “fair” value of an asset is hard to calculate. Some explanations to this hardness include speculative, non-rational behavior of markets, lack of data, or uncertainty about the future. We will show that, in addition to the previous factors, inherent non-computable behavior may also contribute to the difficulties found when trying to valuate an asset. More concretely, we will show using the models of Financial Theory, that even in rational markets with complete knowledge (present or future) of all data affecting the price of the asset, the valuation problem is not computable.