🧠Implementing the Black-Scholes Equation for European Call Options in the Cloud-9/10

The Black-Scholes model, despite its simplifying assumptions like no dividends and constant volatility, remains fundamental in financial markets for pricing, hedging, risk management, and strategic corporate finance due to its ability to provide a theoretical fair price for European-style options.

This demonstration highlights how cloud computing can be used to efficiently calculate the theoretical price of European call options using the Black-Scholes formula, providing a practical application of financial modeling in a scalable environment.

🎬Animated result

option values and stock price paths interact over time