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.