Deriving Black Scholes

[@MrTsessik]

The explanation is great and straightforward and clear! Thanks a lot!
Man, your channel is so much underrated, I wish it a big growth in future!

[@johnthequant]

Thanks! That really means a lot.

[@adambellevue6807]

The explanation was really great, thank you for your time.

[@MrTsessik]

In addition to assumptions you’ve already mentioned, I would add the assumption of constant volatility in the market.
Maybe you can make an overview of separate models that adjust these assumptions? Like a BSM modification for stocks with dividends, or stochastic volatility models (Heston, Rough volatility, etc.) ?

[@johnthequant]

Great ideas! Adding dividends is super easy, and stochastic volatility models are super interesting.

[@kristjanmedja5786]

Thanks for the video!