In this assignment, you will learn the basic idea of three topics by yourself: Black-Scholes model/Implied Volatility/Sensitivity. Here are some useful links that can help you to write your Python program: For B-S formula and sensitives (known as Greeks in industry): https: //quantpy.com.au/black-scholes-model/calculating-black-scholes-g reeks-with-python/ For Implied Volatility calculation (the inverse problem of B-S): https://me dium.com/@polanitzer/implied-volatility-in-python-compute-the-v olatilities-implied-by-option-prices-observed-in-the-e2085c18427 0#:~:text=To%20illustrate%20how%20implied%20volatilities,equation %2C%20gives%20c%20%3D%201.875. Remarks: If there is anything you are not clear about, please send an email with your question to TAs, but usually you could find the answer from wiki