Monte Carlo Simulation for Valuing Equity and Derivative Securities

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Training Event Transcripts
May 5, 2015
Summer Parrish, CFA

Summary

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.
Monte Carlo Simulation for Valuing Equity and Derivative Securities
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