CPE events

BVWireIssue #229-3
October 20, 2021

This is one of the hottest topics in business valuation today. This session will explore the theoretical basis for including a company-specific equity risk premium (CSRP) and also how to develop and defend it in a litigation context.

This is an overview of the valuation of early-stage companies and their equity securities using the Black-Scholes-Merton option pricing model. There will also be examples of how to best reflect dividend and participation rights in the model and how to conduct a delta partition analysis to estimate the volatility of specific classes/series of equity interests in the company.

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