Putting a price on volatility (bold)
Expected volatility is one of the central assumptions when valuing equity and equity derivatives.
Valuation practices for estimating volatility in private companies have evolved over the last several years, especially alongside the introduction of valuation guides.
In addition to gaining knowledge on volatility valuation best practices, webcast attendees will:
– Assess methods to quantitatively adjust volatility for size differences.
– Assess the relationship between volatility and the discount rate.
– Determine private company to public equity volatility transition.
– Learn more about implied volatility weighting.
– Recognize series volatility and ASC 718 implications.
•Recognize factors unique to estimating volatility of private and early-stage companies
*Quantitative adjustment for size
Valuation professionals who estimate volatility as one of the inputs in the valuation analysis