Tutorial on creating a Black Scholes Merton Model within Python. Learn about options contracts, the assumptions and formulation of the model and how to price a call and put option using the model. The notebook can be found in the "Finance Tutorials" folder within the below repo. GitHub Repo - https://github.com/tudev/Workshops-2020-2021 CONNECT: LinkedIn: https://www.linkedin.com/in/adrian-dolinay-frm-96a289106/ GitHub: https://github.com/ad17171717 Twitter: https://twitter.com/DolinayG ------Video Chapters------ 0:00 - Intro 0:19 - Definition of an Options Contract 0:42 - Example of a Call Option 2:36 - Background on the Black Scholes Merton Model 7:30 - Creating a Black Scholes Merton Model 12:07 - Explanation of at-the-money, in-the-money and out-of-the-money 14:06 - Underlying asset's effect on the value of an option 15:40 - Strike price's effect on the value of an option 17:11 - Volatility's effect on the value of an option 19:15 - Time's effect on the value of an option 20:31 - Interest Rate's effect on the value of an option 21:12 - Dividend yield's effect on the value of an option 21:54 - Comparing the Black Scholes Merton model to the live market 27:14 - References and additional learning ... https://www.youtube.com/watch?v=QXLS5k0oVRI