Modeling and Pricing Event Risk

Many private companies are exposed to event risks such as the loss of a major customer. A common practice to account for this risk is to leave expected cash flows unchanged but add a few hundred basis points to the discount rate. Join Gary Schurman to learn how to build a quantitative valuation model that accounts for event risk and is consistent with economic theory. Learn the difference between diffusion and jump-diffusion asset price models, and how to model event risk via exponential arrival times. Take the time to better understand how event risk can be incorporated in your next valuation model.
IMPORTANT: Each Training Pack includes an MP4 video file, MP3 audio file, complete transcript, slide presentation in PDF format, and additional reading materials when available. Please note that Training Packs can take up to 4 weeks after the webinar to complete. Once available you will receive an email with a special link to download your Training Pack. If you are ordering a Training Pack after the 4 week window, the download link will be sent to you immediately via email. Please check your spam folder and add customerservice@bvresources.com to your "safe list" to ensure you receive your Training Pack.

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Price: $199
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