Black-Scholes PDE Solver
 



Given stock price, strike price, maturity, riskfree rate and annual volatility this program calculates and plots call option prices.

Black-Scholes Partial Differential Equation:

C, S, T, K, r, σ are option price, stock price, time to maturity, strike price, risk free interest rate and volatility.

Minimum Stock Price ($)
Maximum Stock Price ($)
Maturity (year)
Strike Price ($)
Riskfree Rate (%)
Volatility (Annualized) (%)