How to approach the Black-Scholes Option Pricing model from September 22
From September 2022 there will be a change to how to answer a question requiring the use of the Black-Scholes Option Pricing model.
Any question requiring calculations from the Black-Scholes Option Pricing model will no longer need to be prepared manually in the exam. In a question where the calculations are required an additional answer option called BSOP calculater will be provided.
This change is to better reflect the workplace where you would be unlikey to need to build these calculations entirely from scratch. You will be presented with a BSOP spreadsheet template only when it is required to be used.
Find out more about the new BSOP answer option in the below video.
A practice exam containing an example of the BSOP answer option will be added to the practice platform after the June 22 exam sesison.