Welcome to our Capstone Senior Design Project

For our project, we decided to investigate the nature of volatility in the Black-Scholes Model, and see if we could design a comprehensive study of the process by which it is calculated and utilized in the stock market today as well as its effects.  The three of us first became interested in this area due to what we had learned in Financial Mathematics course and we wanted to delve deeper into the field, using our engineering backgrounds to provide a different, more analytical approach discovering the importance of volatility.

We hope that we have provided a different approach to a more in depth look at the stock market and that you enjoy and are more educated after exploring our website.