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so in this 20 minutes Im going to condense the better part of two chapters of theory that underlie the black Scholes Merton a very restrictive model in particular this idea that the model assumes that log returns are approximately normally distributed which is consistent with a model that the future stock prices are log normal returns are normal prices or log normal Im going to show you exactly what that means and then finish by computing a confidence interval around the future stock price now the black Scholes myrn has many flavors or variations some of them quite sophisticated but if we go back to the original black Scholes Merton model it is the elegant solution to a differential equation and that differential equation requires several assumptions Ive listed all seven these are from John wholes chapter 15 which is my context here and you might agree with me that collectively these are very restrictive set of assumptions so this is in contrast to the binomial option pricing model