I know this is a quite general question , but I've always heard about creating mathematical models in economics, social sciences, engineering,... And I would want to know what are the starting points and roadmap to understand what a mathematical model is and how to create them. Thanks
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COMAP, the Consortium for Mathematics and Its Applications has developed lots of materials at different levels that address your question:
The last time I taught mathematical modeling we used Introduction to Mathematical Modeling, by Giordano, Fox, Horton, and Weir. The first part of Chapter 2 contains a nice introduction to the modeling process.
A search on Google books for mathematical modeling texts should yield some more good results.
My answer to a recent math.SE question also contains some discussion of the modeling process.