Complex financial instruments (CFIs) have distinctive features that need to be considered when valuing security. And determining their true value is difficult. Valuation involves a significant number of assumptions and the application of selected financial models. If these assumptions are not aligned with your perspective, or if the model cannot fully capture the instrument’s complexities, the valuation conclusion may be incorrect, and the asset or liability in question may not be valued appropriately.
RSM’s valuation team includes professionals with backgrounds in quantitative finance, mathematics, and coding to ensure we meet the needs of our clients. We understand Monte Carlo simulations, lattice models, code-based solutions, and OPM—the options pricing model. Our consistent and inclusive approach to valuation helps you understand the impact of each security’s features on the value of the overall instrument.