This project is a simple implementation of the Black-Scholes Model. User inputs the parameters of B-S models and get the theoretical Option call and put prices. The input parameters are:
- Initial stock price
- Strike price
- Annual risk-free interest rate
- Time to maturity (in year)
- Volatility
The parameters of Merton Model will be:
- input parameters are:
- Initial stock price
- Strike price
- Annual risk-free interest rate
- Annual dividend yield
- Time to maturity (in year)
- Volatility