This document provides an outline for a presentation on the Black-Scholes model for pricing options. It begins with an overview of the random behavior of asset prices and geometric Brownian motion. It then covers Ito's lemma and how it is used to derive the Black-Scholes partial differential equation. The document concludes by listing the key assumptions of the Black-Scholes model, including that the underlying asset price follows a lognormal random walk and that there are no arbitrage opportunities or transaction costs.