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The Use & Application of Option Pricing Modeling: A BVR Special Report
Business Valuation Resources, August 2011, Pages: 191
There has been a proliferation of discussion and debate surrounding the usefulness and applicability of option pricing models in business valuation. Sophisticated methodologies have emerged and practitioners now have more of these tools at their disposal.
BVR’s Special Report on Option Pricing Modeling is a collection of representative articles covering the key areas of the option pricing modeling discussion.
This special report features full-length transcript of BVR’s Advanced Workshop on Option Pricing Modeling with Mark Zyla.
Does Black Scholes Overvalue Early Stage Company Allocations?
By Cindy Moore & James Walling
Avoiding Distortion When Using An OPM to Allocate Value
By Bruce Pollock, MBA, JD & Ronald Schmidt, AVA
Lognormal Distributions vs. Empirical Observation—a Defense of the Option Pricing Method
By Scott Beauchene and Stillian Ghaidarov (Grant Thornton, LLP), with contributions from Dave Dufendach and Neil Beaton (Grant Thornton) and select members of the AICPA Cheap Stock Task Force
Special Issues When Valuing Private Equity Portfolio Company Private Stock
By Justin Johnson, CFA
One Solution to the Option Pricing Overvaluation Problem: Using Down and Out Call Options
By Lawrence D.W. Schmidt & Ronald Schmidt, AVA
Advanced Workshop on Option Pricing Modeling
Presenter: Mark Zyla, CPA/ABV, CFA, ASA
Business Valuation Resources, February 24, 2011/10:00 a.m. PT
The Use and Application of Option Pricing Modeling
Presenters: Scott Beauchene, CFA, ASA & James Walling, CFA, MBA
Business Valuation Resources Webinar, December 16, 2010/10:00 a.m. PT
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