This session will address the role of quantitative methods in developing DLOM
estimates. These methods will be presented from the perspective of supporting,
rather than replacing, qualitative indications. Specific quantitative methods
will include protective puts using Black-Scholes; Asian put models; lookback
options; and the use of LEAPS. Advantages and disadvantages of each methodology
will be discussed, as well as suggestions for arriving at a final point estimate
for the DLOM.
These sessions are available ONLINE ONLY. This PDF
and MP3 downloads will be available for 3 days
after the purchase date. Please download
immediately.