Derivative Valuation and Share-Based Compensation
Many securities issued in connection with share-based compensation or M&A transactions involve derivatives that require a valuation for financial reporting or tax purposes.
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Discover how Kroll was uniquely positioned to provide data analysis, testifying expertise, valuation work and computer forensics solutions to assist in multiple lawsuits against Bernard L. Madoff Investment Securities. Request our qualifications
Duff & Phelps acquired Kroll in 2018 and unified under the Kroll brand in 2022.
Our quantitative finance professionals specialize in developing customized models and deriving supportable inputs for these valuations.
Our services include:
Kroll has deep experience with the full range of equity valuation techniques, including:
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Monte Carlo simulation analysis which captures path dependency and correlation
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Binomial lattice models, customized to capture key features such as early exercise behavior
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Closed form solutions such as the Black-Scholes formula
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Least Squares Monte Carlo simulation which captures both path dependency and early exercise behavior
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Default and recovery rate modeling
Our professionals are skilled in determining which approach is most appropriate, and tailoring the analysis to the specific situation at hand.
Discover how Kroll was uniquely positioned to provide data analysis, testifying expertise, valuation work and computer forensics solutions to assist in multiple lawsuits against Bernard L. Madoff Investment Securities. Request our qualifications
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Derivatives Valuation
Many security issuances and M&A transactions involve derivatives that require a valuation for financial reporting or tax purposes.
Valuations for Equity Awards and Share-Based Compensation
Estimating the value of equity awards and share-based compensation depends on a number of variables, and often requires complex modeling to incorporate unique terms and complex risks.