AICPA logo
Cart
searchSearch
search
burger
AICPA logo
  • Home
product-image
Improving Estimates of Volatility for Private Companies
Forensic Services
Webcast

Improving Estimates of Volatility for Private Companies

Valuation guides have transformed how volatility within private companies is estimated. To calculate correctly, you need the latest guidance, best practices, and additional topics that are unique to volatility.

$70 - $109
Do you have an AICPA membership? Log in to apply your member discount.

Format

Webcast

Date

Oct 18, 2022

NASBA Field of Study

Accounting

Level

Basic

CPE Credits

1.5

Author(s)

Oksana Westerbeke

Availability

3 months

Product Number

WC3926045

 View  
 Business & partner 
Product Details

Putting a price on volatility

Expected volatility is one of the central assumptions when valuing equity and equity derivatives.

Valuation practices for estimating volatility in private companies have evolved over the last several years, especially alongside the introduction of valuation guides.

In addition to gaining knowledge on volatility valuation best practices, webcast attendees will:

  • Assess methods to quantitatively adjust volatility for size differences.
  • Assess the relationship between volatility and the discount rate.
  • Determine private company to public equity volatility transition.
  • Learn more about implied volatility weighting.
  • Recognize series volatility and ASC 718 implications.

Key Topics

  • Quantitative adjustment for size
  • Analysis of the ratio of expected volatility to discount rate
  • Consideration of one-time events (life science industry)
  • Private company to public entity transition - Implied volatility weighting - Series volatility and ASC 718 implications

Learning Outcomes

  • Recognize factors unique to estimating volatility of private and early-stage companies.
  • Determine situations where the quantitative volatility size adjustment approach may be necessary.
  • Recognize volatility calculation approaches in transitions from private to public entity.
  • Identify implications for using series volatility.

Who Will Benefit

  • Valuation professionals who estimate volatility as one of the inputs in the valuation analysis
  • Auditors who review valuation of options and warrants where volatility assumption is being used
  • CFOs and controllers of private companies responsible for reviewing valuation reports
Credit Info
CPE Credits
1.5
NASBA Field of Study
Accounting, Specialized Knowledge
Level
Basic
Prerequisites
none
Access
This is a digital product. With full paid access the content will be available to you for 3 months after purchase date.
Duration
1.25 hrs
For more information, please refer to CPE requirements and NASBA sponsorship information
Pricing
Do you have an AICPA membership? Log in to apply your member discount.
Nonmembers
$109.00
AICPA Members
$87.00
FVS Section Members
$70.00
CEIV Credential Holders
$70.00
CVFI Credential Holders
$70.00

Group ordering for your team

2 to 5 registrants

Save time with our group order form. We’ll send a consolidated invoice to keep your learning expenses organized.

Start order

6+ registrants

We can help with group discounts. Call us at 1-800-634-6780 (option 1) or email us at salessupport@aicpa.org

Contact us
Speakers
Oksana Westerbeke
CFA, CEIV
Oksana is a Principal in Grant Thornton’s Transaction Services practice. She is also a leader of the firm’s National Complex Financial Instruments Group. Prior to joining Grant Thornton, Oksana spent over 10 years working with a Big 4 public accounting firm. Oksana has been working in finance for more than 20 years and has worked with numerous public and private clients on financial reporting, tax, and strategic planning.
Accessibility

The Association is dedicated to removing barriers to the accountancy profession and ensuring that all accountancy professionals and other members of the public with an interest in the profession or joining the profession, including those with disabilities, have access to the profession and the Association's website, educational materials, products, and services.The Association is committed to making professional learning accessible to all product users. This commitment is maintained in accordance with applicable law. For additional information, please refer to the Association's Website Accessibility Policy. As part of this commitment, this product is closed-captioned. For additional accommodation requests please contact adaaccessibility@aicpa-cima.com and indicate the product that you are interested in (title, etc.) and the requested accommodation(s): Audio/Visual/Other. A member of our team will be in contact with you promptly to make sure we meet your needs appropriately.

Ratings and reviews

Cancellation Policy
View our Cancellation policy here
Improving Estimates of Volatility for Private Companies
Oct 18, 2022
Select from the following options:
Oct 18, 2022
5pm6:15pm GMT
Nonmember Price
$109.00
Price excluding sales tax
$109.00
Do you have an AICPA membership? 
Log in to apply your member discount.
Shipping cost and sales tax will be added later during checkout

Related content