The Easiest Way to Derive the Black-Scholes Model
🔥 Mastering Financial Markets: The Ultimate Beginner's Course: 🔥 From Zero to One in Global Markets and Macro Investing A new self-paced online course that explores how financial markets work through stories, examples, charts and infographics, giving you enough context to make sure "it clicks." 🚀 Check it out 👉 https://courses.perfiliev.com/p/maste... ▪️ Follow me on Twitter:   / perfiliev  ▪️ Follow me on LinkedIn:   / sergei-perfiliev  ▪️ Subscribe to the Channel:    / @perfilievfinancialtraining  In this video, we are going to derive the Black-Scholes formula via a delta-hedging argument. We'll construct a portfolio consisting of one option and some underlying shares and try to make the portfolio risk-free by eliminating the option's risk. In the video, I'm using such concepts as the lognormal random walk, Ito's lemma and stochastic calculus. If you have any questions or suggestions, feel free to let me know. Thank you for watching!
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