The application is installed as an Excel “Add-In” for seamless and flexible integration into your existing reports. Step-by-step wizards are available to guide you through key calculations.
Professional templates are provided for clear illustration and documentation of the valuation functions as well as for your use in ASC 718 Reporting.
Numerous option-pricing models are available to accurately calculate the Fair Value of your options while offering the capability to perform detailed what-if analysis for planning purposes.
Available models that are acceptable under
ASC 718 Standard include the Black-Scholes, Whaley, Pseudo-American, Binomial C-R-R and Minimum Value.
Historical Volatility calculations, including adjustments
for dividend-paying stocks, are available to assist in the estimation of projected volatility, a key input for pricing options.
- Option-Pricing Models
- – Black-Scholes
- – Binomial
- Historic Volatility
- ESO Cost Attribution
- Option-Pricing Models
- – Flexible Binomial
- – Options Lattice Barrier
- ESPP Fair Value Calculation
- Option-Pricing Models
- – Lattice Exercise Behavior
- – Flexible Monte Carlo
- – Gram Charlier
- Alternative ESO Models
- – Average Price
- – Barrier
- – Lookback
- – Index
