The Yahoo! Finance API is offline since 2017, you'll need to provide a new one.
A Java implementation of the Black-Scholes Option Pricing Model, using closing stock prices from Yahoo! Finance. Created while studying for SOA Exam MFE.
Run the program using BlackScholesCalc.jar in the base directory.
Determines Put/Call prices for various dates and strike prices:
Plots the 95% Confidence Interval of the underlying asset using the Lognormal Stock Model:
