Valuing Equity as an Option
Review: 5 - "A masterpiece of literature" by , written on May 4, 2006
I really enjoyed this book. It captures the essential challenge people face as they try make sense of their lives and grow to adulthood.

Valuing Equity as an Option

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This program calculates the value of equity as a call option on the value of the underlying firm.

The user has to input the following variables

1. Current value of the underlying firm (or its assets).

2. Variance in the ln(value) of the underlying firm.

3. Face Value of the outstanding debt.

4. Riskless interest rate that corresponds to average duration of debt.

5. Face-value weighted duration of the debt outstanding of the firm.

6. Expected dividend yield on the stock of the firm.

Note: this model is being shared with the authorization of Professor Aswath Damodaran from NYU Stern Business School (www.damodaran.com)
This program calculates the value of equity as a call option on the value of the underlying firm.

The user has to input the following variables

1. Current value of the underlying firm (or its assets).

2. Variance in the ln(value) of the underlying firm.

3. Face Value of the outstanding debt.

4. Riskless interest rate that corresponds to average duration of debt.

5. Face-value weighted duration of the debt outstanding of the firm.

6. Expected dividend yield on the stock of the firm.

Note: this model is being shared with the authorization of Professor Aswath Damodaran from NYU Stern Business School (www.damodaran.com)

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