Valuing Stock Options Using the Binomial Method

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Training Event Transcripts
March 26, 2015
Anthony Banks, ASA

Summary

Employee stock options can have unusual attributes, such as their vesting, employee exercise behavior, and expected forfeiture that can make them a challenge to value. The presentation will include an overview of employee stock options from a valuation perspective with an emphasis on the mechanics of the binomial model.
Valuing Stock Options Using the Binomial Method
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