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Many valuation professionals struggle with applying option pricing models to estimate discounts for lack of marketability (DLOM). With multiple option pricing models including European put options, shout put options, look-back put options, Asian put options, forward-starting put options, and perpetual exchange options, there is complexity that cause many to steer clear of options for purposes of estimating DLOM. Josh Angell clearly and practically explains the theoretical basis for the option models, as well as explores the strengths, weaknesses, advantages, disadvantages, limitations, and arguments for and against using such models. He'll discuss applicable case law approving and/or disapproving option pricing models and provide guidance on methods for estimating key inputs, such as private company volatility, dividend yields, and the holding period. Attend this webinar and become more confident on how to use the option pricing models in your practice.
Program Agenda
Overview of Option Pricing Models
European Put Option
Shout Options
Look-Back Put Options
Asian Put Options
Forward Starting Put Options
Perpetual Exchange Options
Overview of Key Assumptions and Theory
Overview of Model Strengths and Weaknesses
Case Law Review
Estimating Option Pricing Inputs
Practical Examples
Learning Objectives
Describe theory and mathematical application of the primary option pricing models for estimating DLOM.
List the key assumptions and theoretical rationale for the option pricing models
Reiterate major arguments for and against using the option pricing models, including strengths and weaknesses applicable to each model
Describe recent case law applicable to the option models
Describe methods for estimating key parameters for the option pricing models
Apply the option pricing models in practice through example
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