This project will focus on implementation of the Black Scholes option pricing model for European call and put options
This project will focus on implementation of the Black Scholes option pricing model for European call and put options.The model is widely recognised in quantitative finance and works by calculating theoretical option prices based on some various financial parameters. The formula has parameters such as current stock price, strike price, time to expiration, volatility, interest rate. The implementation has key functions for call and put options. This project aims to showcase the application of mathematical finance concepts in programming.