Completion of the topics on Black-Scholes market
Black-Scholes formula for the pricing of call options is derived with detail here, ready to be studied. You also find the put-call parity relationship, which you can well use to derive the corresponding formula for put options.
Please check the schedule to be updated on the to does and program of lectures.
Published Feb. 10, 2026 3:17 PM
- Last modified Feb. 10, 2026 3:18 PM