Archive 2009-19: Discounts for Lack of Marketability

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Discounts for Lack of Marketability: New Models and Methods Only



presented by
Bob Duffy, CPA/ABV, CFA, ASA, Moderator
and
Kevin Yeanoplos, CPA/ABV/CFF, ASA

Webinar 19 Original Broadcast Date: December 1, 2009


The main highlight of this session will be the discussion of the following quantitative and/or new DLOM models and methods: Longstaff Look Back Put Option Model, Asian Protective Put Options, European Put Option Model, Long Term Equity Anticipation Securities (LEAPS), Quantitative Marketability Discount Model (QMDM) and the Chicago Board Options ExchangeExchange’s Volatility Index (VIX).

Learning Objectives:

• Using actual examples, the participant will learn about the use of four put option models (It’s not as hard as it looks)

• The participant will see an example of the use of LEAPS for determining a DLOM

• The participant will learn about the use of two new data sources (LEAPS and VIX) for determining DLOMs in a distressed economy

• The participant will see how the panelists revisit QMDM in an example

• The participant will learn about the strengths and weaknesses of all these models and methods

Webinar Outline:

• Longstaff’s “Look Back” Put Option Model

• Asian Geometric Average Rate Put Option Model

• Finnerty’s Asian Arithmetic Average Strike Put Option Model

• Chaffe’s European Put Option Model

• Seaman’s Long-Term Equity Anticipation Securities (LEAPS) Method including DLOMs in a distressed economy

• Hall’s Chicago Board Options Exchange’s Volatility Index (VIX) comparisons for DLOMs in a distressed economy

• Mercer’s Quantitative Marketability Discount Model (QMDM)


The archived webinar package is an Adobe Presenter PDF file that allows you to view the video of the webinar with the synced audio so that you see the presentation just as it was presented “live.” The Presenter format also allows for easy navigation through the webinar so you can quickly go to a specific section in the presentation. The handout materials are included in the file. To view the Webinar Presenter file, you must have Adobe Reader software version 9 or higher. You can download the free current version of Adobe Reader at http://get.adobe.com/reader Please note that CPE is only available for live webinar broadcasts.

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