New Monte Carlo workshop intensive


Since 2004, the FASB has accepted if not encouraged the use of a lattice model “or valuation technique, such as a Monte Carlo simulation technique,” in the assessment of share-based compensation under FAS 123R (now Topic 718). A Monte Carlo simulation can accommodate “the term structures of risk-free interest rates and expected volatility, as well as expected changes in dividends over an option’s contractual term.”

Create supportable, auditable assumptions in your simulations: On Thursday, March 8, David Dufendach and Jason Andrews (both Grant Thornton) will present the Advanced Workshop on Monte-Carlo Simulations, an intensive, four-hour workshop, that will demystify this powerful modeling technique through case studies and hands-on examples.  In another exclusive: Oracle Crystal Ball will sponsor the workshop (although attendees do not need any special knowledge or any particular computer program).

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