Derivative Valuation and Share-Based Compensation

Duff & Phelps acquired Kroll in 2018 and unified under the Kroll brand in 2022.

Our quantitative finance professionals specialize in developing customized models and deriving supportable inputs for these valuations.

Our services include:

• Derivatives Valuation

• Valuations for Equity Awards and Share-Based Compensation

Kroll has deep experience with the full range of equity valuation techniques, including:

• Monte Carlo simulation analysis which captures path dependency and correlation

• Binomial lattice models, customized to capture key features such as early exercise behavior

• Closed form solutions such as the Black-Scholes formula

• Least Squares Monte Carlo simulation which captures both path dependency and early exercise behavior

• 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.