Advanced Workshop on Determining Volatility and Market Yield: Developing Inputs for the Valuation of Options and Debt Securities

BVResearch Pro
Training Event Transcripts
August 7, 2014
David Dufendach, CPA/ABV, ASA
Jared A. Hannon, CVA
Oksana Westerbeke, CFA, CEIV

Summary

In valuing both options and debt securities, appraisers face the challenge of providing a valuation that will account for market changes. As with other valuation assignments, this requires the analyst to synthesize current and historical market data into a cogent argument about the future. And, as with other valuation assignments, a number of methods and tools are available for this purpose. Ensuring their proper application, however, along with a correct analysis of their implementation and output can mean the difference between a defensible valuation and certain disaster. The Advanced Workshop on Determining Volatility and Market Yield will address these challenges and the best practices for their resolution in an intensive, four-hour interactive setting. Featuring experts David Dufendach, Oksana Westerbeke, and Jared Hannon, the workshop will examine what analysts can learn from the marketplace and how to put it to use for the valuation of both options debt securities. With guidance from best practices and professional standards, listeners will learn when and how to put these methods to use.
Advanced Workshop on Determining Volatility and Market Yield: Developing Inputs for the Valuation of Options and Debt Securities
PDF, Size: 1,525 KB