Black-Scholes Project

Overview

This project implements the Black-Scholes model, a mathematical model for pricing options. The model is widely used in financial markets to estimate the fair value of options.

Prerequisites

To build and run this project, you need:

• C++ compiler
• CMake
• libcurl

How It Works

The Black-Scholes model calculates the theoretical price of European call and put options based on the following parameters:

• Stock Price (S): The current price of the underlying stock.
• Strike Price (K): The price at which the option can be exercised.
• Time to Maturity (T): The time remaining until the option's expiration date.
• Risk-Free Rate (r): The risk-free interest rate.
• Volatility (σ): The standard deviation of the stock's returns.

The model uses these inputs to compute the option price using the Black-Scholes formula.

Usage

To run the project, use the following command:

./black_scholes_project <ticker>

Replace <ticker> with the stock ticker of your choosing. This is the only required argument.

Building the Project

1. Ensure you have CMake and libcurl installed on your system.
2. Clone the repository.
3. Navigate to the project directory.
4. Run the following commands:

mkdir build
cd build
cmake ..
make

License

This project is licensed under the MIT License. See the LICENSE file for details.

Contact

For any inquiries, please contact ctaylor7654@gmail.com.