Derivatives Valuation
Valuation of derivatives requires complex modelling techniques such as Black-Scholes Model, Binomial Tree Model and Monte-Carlo Simulation.
Financial instruments are categorised into equity, debt and derivatives, including:
- Ordinary share & Preferred stock
- Bonds and Debentures
- Forwards, Futures, Options and Swaps
The procedure of financial instrument valuation may be complex.
The financial instrument valuation may involve Black-Scholes Model, Binomial Tree Model and Monte-Carlo Simulation.
What we can help you
Our professionals have sufficient knowledge to help you in determining the choice of the most appropriate approach, model and assumptions.
Share-based compensation or M&A transactions may involve derivatives. We provide you with independent financial instrument valuation services for financial reporting, fund valuations, mergers and acquisitions and tax planning compliance purposes.
Our team offers a blend of accounting, valuation and financial reporting to develop customised models and assist you in financial instrument valuation:
- Share-based compensation
- Unlisted stock
- Convertible bond
- Options, warrants
- Futures and forward contracts