This video breaks down the mathematics behind the Black Scholes options pricing formula.

The Pricing of Options and Corporate Liabilities:
https://www.cs.princeton.edu/courses/...

Excel Model
https://docs.google.com/spreadsheets/...

3b1b Normal Distribution Video
   • Why π is in the normal distribution (...  

Note: Be sure to download the sheet in Excel, as not all formulas will populate in Google Drive.