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Valuing Complex Financial Instruments—Monte Carlo Simulation and Lattice Models

 Valuing Complex Financial Instruments—Monte Carlo Simulation and Lattice Models
CPE Credit

Program Type: VideoCast (Audio,Video, PPT Presentation)
Program Level: Overview
Prerequisites: None
Advanced Preparation: None
Delivery Method: Group Internet-Based
CPE Credits: Two (2) Hours
Fields of Study: Mathematics
Item Number: 15PBVNOLA26L
Shipping Weight: 0lbs. 0oz.
Price: $110.00
Program Description

With increasing regulatory scrutiny, the use of open-form option-pricing models has become more widely applied. This webinar will identify and cover the standards involved in determining the value of certain complex financial instruments using Monte Carlo simulation and lattice models.

Learning Objectives

After completing this webinar, attendees will be able to:

- Identify what an open-form option-pricing model is and when to apply it
- Identify the most widely accepted practice in the valuation of certain types of complex financial instruments such as warrants, other equity instruments, and convertible debt

Who Should Attend

CPAs, attorneys, valuation practitioners providing expert witness testimony


Matthew Goldberg, MBA
Mr. Matthew Goldberg is a director in the Seattle office of BDO Consulting, leading the firm’s Complex Financial Instruments practice. Having more than 10 years of consulting and financial services experience, he has performed valuation analyses for clients in numerous industries, including energy, life sciences, technology, media, industrial, retail, and manufacturing.

Mr. Goldberg has extensive experience valuing a wide range of complex derivatives, including adjustable stock options and warrants, restricted stock units, performance-based shares, convertible debt instruments, and other hedging instruments, such as interest rate swaps and put-call strategies. Additionally, his work includes the valuation of equity of privately held companies, intangible asset, goodwill impairment testing, international tax valuations, and fairness opinions. He has been involved in numerous engagements, including assisting management in strategic planning, performing projects for financial reporting and tax reporting, and providing consulting services related to mergers and acquisitions.

Prior to joining BDO, Mr. Goldberg worked in Ernst & Young LLP’s Transaction Advisory Services Practice and OppenheimerFunds. His experience includes providing consulting services for buy- and sell-side transactions, investment banking, pre-acquisition due diligence, and business interruption analyses. In addition to his professional endeavors, Mr. Goldberg is a board member of the Boyer Children’s Clinic. Mr. Goldberg graduated with a bachelor’s degree in finance from Colorado State University and received his master of business administration degree from Thunderbird School of Global Management.