Valuation of Options and Option-Like Instruments

BVResearch Pro
Training Event Transcripts
August 16, 2016
Jared A. Hannon, CVA
Oksana Westerbeke, CFA, CEIV

Summary

It is critical for a valuation specialist to understand the latest guidance on selecting valuation methodologies and estimating the significant assumptions used in the valuation of options and option-like securities. Join Oksana Westerbeke and Jared Hannon for a discussion of the methodologies used in the valuation of options and option-like instruments. Learn how to estimate the long-term volatility for a public company that has a limited trading history. Get insight on the guidelines for estimating volatility for privately held companies, methodologies for estimating the expected life for in- or out-of-the-money options, and the major differences in the valuation of options and warrants. Listen to this session for understanding options and option-like instruments.
Valuation of Options and Option-Like Instruments
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