Yes, the AVPlayer class does not have a delegate protocol like the AVAudioPlayer. You need to subscribe to notifications on an AVPlayerItem. You can create an AVPlayerItem using the same URL that you would otherwise pass to -initWithURL: on AVPlayer.
-(void)startPlaybackForItemWithURL:(NSURL*)url {
// First create an AVPlayerItem
AVPlayerItem* playerItem = [AVPlayerItem playerItemWithURL:url];
// Subscribe to the AVPlayerItem's DidPlayToEndTime notification.
[[NSNotificationCenter defaultCenter] addObserver:self selector:@selector(itemDidFinishPlaying:) name:AVPlayerItemDidPlayToEndTimeNotification object:playerItem];
// Pass the AVPlayerItem to a new player
AVPlayer* player = [[[AVPlayer alloc] initWithPlayerItem:playerItem] autorelease];
// Begin playback
[player play]
}
-(void)itemDidFinishPlaying:(NSNotification *) notification {
// Will be called when AVPlayer finishes playing playerItem
}