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Whether it’s share-based compensation with a market condition, or just an unusual payout in a capital structure, Monte Carlo simulation can help you isolate fair values for book and tax purposes when the Black-Scholes model (or the Option Pricing Method) won’t consider the nuances. Join Summer Parrish for this interactive webinar to learn how to apply Monte Carlo simulation to valuing equity and derivative securities, using sample models. This can’t miss webinar will start with a few words about simulation, an introduction to the random walk of a firm’s aggregate equity, and then move on to work through sample models. The sample Excel worksheets in the presentation will utilize Crystal Ball software, the most common Excel add-in for simulation.
Program Agenda
Introduction
Sample models
Options with escalating strike prices
Future value hurdles for options or shares that determine vesting with either
Discrete monitoring of value (e.g., at the end of a three-year period)
Continuous monitoring of value (e.g., any 20 out of 30 days in a three-year period)
Allocation to common shares or derivatives in complex capital structures where the payouts have floors and caps
Learning Objectives
Understand Monte Carlo simulation and its appropriate use and application
Learn how to apply Monte Carlo simulation when valuing options with escalating strike prices
Learn how to apply Monte Carlo simulation in situations with future value hurdles for options or shares that determine vesting with either
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