A Python application that calculates European call and put option prices using the Black-Scholes model. This app features interactive heatmaps to visualize how pricing changes based on stock price and volatility. Built with Streamlit for a clean and user-friendly interface.
- Streamlit: Interactive web interface for inputs and outputs
- NumPy: Numerical operations and array management
- Matplotlib: Visualization of heatmaps
- Seaborn: Enhanced, attractive heatmap visuals
- SciPy: Normal distribution functions essential for Black-Scholes calculations
This project is licensed under the MIT License.