Venture capital valuation: a focus on the option pricing method

Militare, Davide (A.A. 2019/2020) Venture capital valuation: a focus on the option pricing method. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 83. [Master's Degree Thesis]

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The approach based on the theory of the option value. The calculation of the default probability according to the contingent claim analysis. The application of the option pricing model to company evaluation. What is a venture capital? Venture capital and private equity. Exit diagrams and random expiration options. The evaluation of preferred stock. Valuating later round investments. Implied post money valuation. Application of the model and practical limits. Alternative company valuation. Peer group definition.


Bibliografia e sitografia: p. 65.

Thesis Type: Master's Degree Thesis
Institution: Luiss Guido Carli
Degree Program: Master's Degree Programs > Master's Degree program in Corporate Finance, English language (LM-77)
Chair: Asset pricing
Thesis Supervisor: Porchia, Paolo
Thesis Co-Supervisor: Torrisi, Alfio
Academic Year: 2019/2020
Session: Autumn
Deposited by: Alessandro Perfetti
Date Deposited: 04 May 2021 10:15
Last Modified: 04 May 2021 10:15


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