Despite their many uses, lattice models remain an often neglected and misused tool in the appraisal process. While variants have introduced new applications – and complexity – as of late, consensus can seem elusive on how best to apply these models in the most traditional sense. In “Lattice Modeling for Equity Solutions” David Dufendach and Candice Bassell (Grant Thornton LLP) discuss how to apply these powerful techniques in assessing equity value. Through a review of lattice models, in general, and equity-based models, in particular, Dufendach and Bassell will show attendees how to apply these techniques properly, to arrive at a sound and defensible conclusion.

AGENDA

• Overview of the uses of lattice models in various valuation engagements
• Equity: valuations and allocations
• Debt
• Hybrid securities
• Types of lattice models
• Equity solutions using lattice models
• Considerations in selecting this type of model
• Situations when it should be used
• Comparison to Black-Scholes

LEARNING OBJECTIVES

• Learn how to build an equity lattice model
• Learn when to select a lattice model and what type of lattice to select
• Learn what inputs are necessary for a lattice model and how to calculate and support them

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