Presenter: Dhara Shah
Event: NACVA and GACVA’s Around the Valuation World International
Presentation Title: Introduction and Applications of Monte Carlo Simulation in Valuation
Monte Carlo Simulation (MCS) is a powerful statistical technique used to model and analyze complex systems with inherent uncertainty. The presentation provided a comprehensive overview of MCS, including its mechanics, suitable probability distributions, available simulation tools, along its applications in valuation.
It emphasized the suitability of MCS vis-a-vis other valuation methods like Black-Scholes and lattice models in handling uncertainty, complexity, and other specific situations. Key applications of MCS in valuation were explored, covering complex securities, debt and convertible notes, earnouts, real options, and other scenarios.
To learn more about the presentation, view the following link: Link
