Schweser says we do not need to calculate option pricing using the BSM, Black, nor do we need to know the Treynor black. Is this true? CFA Material seems to say otherwise for all but Treynor Black.
you mean the cfa material seem to say we should know how to price an option with bsm? i dont’ think it’s in any of the loa’s. what makes you think that? are there end of chap qustions asking to calculate?
Do we really have a shot at being tested on Treynor Black this year? I’m going to touch on it in my readings, but I’m going to assume that any questions on TB this go-around will be highly superficial.
Treynor Black is so 2007.