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.
Our quantitative finance professionals specialize in developing customize models and deriving supportable inputs for these valuations.
Our services include:
Valuations for Equity Awards and Share-Based Compensation
Duff & Phelps 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.
Alternative Asset Advisory
Transparent valuations of illiquid investments and complex securities and liquidity solutions through secondary market transactions.Alternative Asset Advisory
Middle-market M&A advisory differentiated by industry expertise and superior deal execution.M&A Advisory
Tax valuation and consulting in connection with transactions, compliance, planning and disputes.Tax Valuation
Comprehensive transfer pricing advisory covering compliance, planning, controversy and implementation.Transfer Pricing
Transaction Advisory Services
Seamless analytical advisory through the deal continuum, from transaction origination to closing.Transaction Advisory Services
Valuation of a business or a business interest.Business Valuation