Options: Financial Intelligence provides assumption development and valuation services to support all models and circumstances including:

  • Black-Scholes
    • historical, implied or peer-group volatility
    • expected term (historical or approved short method per SAB 107/110)
    • Treasury or zero-coupon interest rates
    • dividend rates
  • Lattice
    • binomial
    • trinomial
  • Monte Carlo simulations
    • market conditions
    • exchanges

Restricted Stock awards: For Clients that pay dividends and grant restricted stock units, we compute the grant date fair value net of the present value of the lost dividend stream.