Black-Scholes vs. Cox-Ross-Rubinstein Models
The two main pricing models used in listed options. Discover the key differences and why this matters for different types of options.
0:16 Black-Scholes Model (1973)
0:40 Cox-Ross-Rubenstein Model (CRR)
1:04 Key Difference: Dividends
2:09 Black-Scholes for Non-Dividend Assets
2:41 Other Available Models
2:59 Understanding Put-Call Parity
3:29 Put-Call Parity Defined
3:39 Using Calls, Puts, and Strike Price
3:58 How Put-Call Parity Works
4:17 Risk and Pricing Irregularities
Register to view the complete Pricing Models & Put-Call Parity: How Theory Shapes Option Values webinar: https://bit.ly/46spIFs.
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