This project was about exploring and learning about how call and put options are priced/valued and the different models behind them that can be used to used to produce valuations, this meant doing research such as reading papers such as The Pricing of Options and Corporate Liabilities by Fischer Black and Myron Scholes to understand the maths behind the Black Scholes Model.
The program makes use of python data analysis libraries such as seaborn/matplotlib, numpy and pandas to take the user’s input for the parameters to the Black Scholes Model through a visual user interface and then also allows the user to decide a range of price values for the option either side of their initial entered value, through this the model then generates a matrix of premiums of the options for the range of values and displays this output in a heat map for the user to better visualise.