FRM: Intuition behind the Black-Scholes-Merton

FRM: Put call parity

Как интерпретировать N(d1) и N(d2) в формуле Блэка-Шоулза-Мертона (FRM T4-12)

The Trillion Dollar Equation

FRM: Black-Scholes versus Binomial

Динамический опцион дельта-хедж (FRM T4-14)

Black Scholes Merton option pricing model (FRM T4-11)

FIN 376: Binomial Option Pricing and Delta Hedging

A simple derivation of the Black-Scholes equation

FRM: How d2 in Black-Scholes becomes PD in Merton model

Hedging (aka, neutralizing) option delta and gamma (FRM T4-19)

Introduction to the Black-Scholes formula | Finance & Capital Markets | Khan Academy

Lognormal property of stock prices assumed by Black-Scholes (FRM T4-10)

The Easiest Way to Derive the Black-Scholes Model

An illustration of Black Scholes’ Delta Hedging

Black Scholes PDE Derivation using Delta Hedging

Binomial Options Pricing Model Explained

Как торговать с помощью модели Блэка-Шоулза

Black-Scholes Option Pricing Model -- Intro and Call Example

Black Scholes for Call Options

FRM: Binomial (one step) for option price