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Black Scholes Option pricing model - Python
Project Type
Programming, Quantitative Methods
Project file
The Black-Scholes Option Pricing Model is a mathematical framework used to determine the theoretical price of European-style options. I implemented the Black-Scholes Option Pricing Model in Python and visualised its behaviour using a heat map to show how option prices vary with different input parameters. The goal was to explore how changes in stock price (S) and volatility (σ) impact the theoretical price of a European call option.
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