Mammalian brain is one of the most complex objects in the known universe, as it governs every aspect of animal's and human behavior. It is fair to say that we have a very limited knowledge of how the brain operates and functions. Computational Neuroscience is a scientific discipline that attempts to understand and describe the brain in terms of mathematical modeling. This user-friendly review tries to introduce this relatively new field to mathematicians and physicists by showing examples of recent trends. It also discusses briefly future prospects for constructing an integrated theory of brain function.