L Lakshmen Joined 8/19/12 Messages 20 Points 13 12/31/12 #1 I am new to option pricing. Interested to know the difference between black-scholes and black-litterman models of pricing. Thanks..
I am new to option pricing. Interested to know the difference between black-scholes and black-litterman models of pricing. Thanks..
F financeguy Joined 8/28/08 Messages 339 Points 53 1/12/13 #2 Black-Litterman is not an options pricing formula. It is a tool for portfolio optimization, which is something entirely different.
Black-Litterman is not an options pricing formula. It is a tool for portfolio optimization, which is something entirely different.
