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Warrant Valuation Using BSM Model by brineshrimp is a document available to read on EtoBox.
What is Warrant Valuation Using BSM Model about?
The document discusses several models for valuing warrants: 1) The Black-Scholes-Merton model values a warrant as a call option using standard inputs. 2) The diluted Black-Scholes-Merton model incorporates dilution by multiplying the standard valuation by the ratio of outstanding shares to total shares and warrants. 3) The Galai-Schneller model values warrants as a call option on the company value rather than stock price, using the company
- Author
- brineshrimp
- Language
- EN