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Black Scholes Explained - A Mathematical Breakdown

vie v3
Author: Finance Explained
Published At: 2024-01-14T00:00:00
Length: 14:03

Summary

Description

This video breaks down the mathematics behind the Black Scholes options pricing formula.

The Pricing of Options and Corporate Liabilities:

https://www.cs.princeton.edu/courses/archive/fall09/cos323/papers/black_scholes73.pdf

Excel Model

https://docs.google.com/spreadsheets/d/13r0C-ruwBv8orA_yEbEiyFDlgrYjRmrS/edit?usp=sharing&ouid=109762342446452973013&rtpof=true&sd=true

3b1b Normal Distribution Video

https://www.youtube.com/watch?v=cy8r7WSuT1I

Note: Be sure to download the sheet in Excel, as not all formulas will populate in Google Drive.

This video breaks down the mathematics behind the Black Scholes options pricing formula.

The Pricing of Options and Corporate Liabilities:

https://www.cs.princeton.edu/courses/archive/fall09/cos323/papers/black_scholes73.pdf

Excel Model

https://docs.google.com/spreadsheets/d/13r0C-ruwBv8orA_yEbEiyFDlgrYjRmrS/edit?usp=sharing&ouid=109762342446452973013&rtpof=true&sd=true

3b1b Normal Distribution Video

https://www.youtube.com/watch?v=cy8r7WSuT1I

Note: Be sure to download the sheet in Excel, as not all formulas will populate in Google Drive.

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