The CFAI textbook end of chapter questions provides 5 detailed questions (and 12 examples) about pricing puts and calls, one and two period binomial model, and LOTS of option arbitrage. Schweser, on the other hand, goes through each LOS (there are 10 LOSs) and provides detailed explanations about Black-Scholes and the greeks, volatility, and put call parity, as well as the the materials that CFA end of chapter questions covers. What’s the point? I guess it’s that the Options reading is dense, and that Schweser is very helpful for this reading. If anyone has anything else to say about options, that would be great. Otherwise, good luck studying.
Didn’t get your point for this topic? Agreed with schweser’s help.
agreed with schweser, the bond pricing will flow over into FI and schweser explains it well