Financial
Black-Scholes Options Pricing
Calculate theoretical call and put option prices using the Black-Scholes formula
The Black-Scholes model is a mathematical formula for pricing European-style options. It calculates a theoretical fair value based on stock price, strike price, time to expiry, volatility, and risk-free rate.
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Tip: Black-Scholes assumes constant volatility. Traders use the implied volatility smile for real-world corrections.
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Fun Fact
Scholes and Merton won the 1997 Nobel Prize in Economics. Black had passed away in 1995.
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