Option Pricing Model Using Black-Scholes Method

1. Review of Literature

2. Objective of Study (OptionPricing)

2.1. Black-Scholes Model

2.1.1. Black-Scholes Formula

2.1.2. Formula Derivation

2.2. Binomial Option Pricing

2.3. Monte-Carlo Simulation

3. Option Greeks

3.1. Delta

3.2. Theta

3.3. Gamma

3.4. Vega

3.5. Rho

4. Tool used for Analysis

4.1. Residual Analysis

5. Derivatives

5.1. Futures

5.2. Forward

5.3. Options

5.3.1. Call Option

5.3.2. Put Option

5.4. Swap

6. Statement of the Problem

7. Hypothesis & Research Design

7.1. Type of Data

7.2. Sample Data