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In this 20-minute tutorial, the key points discussed include the theory behind the Black Scholes Merton model, which assumes that log returns are normally distributed. The model suggests that future stock prices follow a log-normal distribution. Different variations of the model exist, but the original Black Scholes Merton model is an elegant solution to a differential equation. The model is based on several restrictive assumptions, as outlined in John Hull's chapter 15. This contrasts with the binomial option pricing model. The tutorial will also cover computing a confidence interval around the future stock price.
