black-scholes & greeks · 2026

i implemented the black-scholes model from scratch to price european options, along with the greeks (delta, gamma, theta, vega) that describe how an option's price responds to changes in the underlying. building it myself instead of using a library forced me to actually understand the partial differential equation behind it rather than just calling a function. it also connected to some of the pde work i was already doing on the research side.