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The Black-Scholes model is a mathematical model used to price options and other financial derivatives. It is based on the assumption that the price of a stock follows a geometric Brownian motion, which is a type of random process. The model takes into account various factors such as the current stock price, the exercise price of the option, the time to expiration, the risk-free interest rate, and the volatility of the stock.

There are six inputs in this calculator.

- Current asset price takes in the current trading price of a particular asset.
- Strike price takes at what strike level you want to find options value.
- Risk free rate takes in interest rate in percentage.
- Time until expiry is how long the expiry date of an asset is in years.
- Volatility takes into account how volatile the asset is.
- Dividend takes in how much dividend is received from the asset.

At top it has true "Call" and "put" value followed by the most used option Greeks i.e. Delta, Vega, Theta.

With help of Greeks graphs one can analyse how the option price will effect if asset price moved into any particular direction.

The Black-Scholes model is typically taught in finance and economics courses at the undergraduate and graduate level, particularly in courses related to options pricing and financial derivatives. It is commonly covered in classes such as Financial Engineering, Financial Markets and Institutions, Investments, and Quantitative Finance. Some business schools and economics departments may also offer specialized courses specifically focused on the Black-Scholes model and its applications.

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