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Ryan A. Gibson
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About me
Posts
Extra
Option-Pricing
A Simple Derivation of the Black-Scholes Option Pricing Formula
9 March 2025
·
Updated: 26 August 2025
·
8 mins
Black-Scholes
Option-Pricing
Derivation
Statistics
A straightforward derivation of the famous option pricing formula using only basic probability and statistics. No stochastic calculus required!