Valuation Services

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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Explore Valuation Services

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:

  • Monte Carlo simulation analysis which captures path dependency and correlation

  • Binomial lattice models, customized to capture key features such as early exercise behavior

  • Closed form solutions such as the Black-Scholes formula

  • Least Squares Monte Carlo simulation which captures both path dependency and early exercise behavior

  • 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.

Related Team

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Louisa Galbo
Louisa Galbo
Managing Director
Valuation Advisory Services
San Francisco
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