Santosh N
Senior Advisor
Valuation Services
Bangalore
Santosh N
Derivatives Valuation and Shares-Based Compensation
Valuation Advisory
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Valuation Services
- Business Combinations / Purchase Price Allocation
- Business Valuation Services
- Derivatives Valuation and Shares-Based Compensation
- Fresh Start Accounting
- Goodwill and Intangible Asset Impairment
- Intellectual Property / Intangible Asset Valuation
- Machinery and Equipment Valuation
- Strategic Value Advisory
- Tax Valuation
- Alternative Asset Advisory
- Real Estate Advisory Group
- Tax Services
- Transfer Pricing
- Fixed Asset Management and Insurance Solutions
Umakanta Panigrahi
Managing Director
Valuation Advisory
Mumbai
Umakanta Panigrahi
Many securities issued in connection with share-based compensation or M&A transactions involve derivatives that require a valuation for financial reporting or tax purposes.
Our quantitative finance professionals specialise in developing customised models and deriving supportable inputs for these valuations.
Our services include:
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Derivatives Valuation
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Valuations for Equity Awards and Share-Based Compensation
Duff & Phelps has deep experience with the full range of equity valuation techniques, including:
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Monte Carlo simulation analysis which captures path dependency and correlation
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Binomial lattice models, customised to capture key features such as early exercise behaviour
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Closed form solutions such as the Black-Scholes formula
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Least Squares Monte Carlo simulation which captures both path dependency and early exercise behaviour
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Default and recovery rate modeling
Our professionals are skilled in determining which approach is most appropriate, and tailoring the analysis to the specific situation at hand.
Key Areas
News
Duff & Phelps Completes Acquisition of Kroll From Corporate Risk Holdings
