PV = Σ CFₜ / (1 + r)ᵗ E[Rᵢ] = r_f + βᵢ (E[Rₘ] − r_f) WACC = (E/V)·rₑ + (D/V)·r_d·(1 − T) P₀ = D₁ / (r − g) C = S·N(d₁) − K·e^(−rT)·N(d₂) EV = Σ FCFFₜ / (1 + WACC)ᵗ + TV βₗ = β_u · [1 + (1 − T)·(D/E)] PV = Σ CFₜ / (1 + r)ᵗ E[Rᵢ] = r_f + βᵢ (E[Rₘ] − r_f) WACC = (E/V)·rₑ + (D/V)·r_d·(1 − T) P₀ = D₁ / (r − g) C = S·N(d₁) − K·e^(−rT)·N(d₂) EV = Σ FCFFₜ / (1 + WACC)ᵗ + TV βₗ = β_u · [1 + (1 − T)·(D/E)] PV = Σ CFₜ / (1 + r)ᵗ E[Rᵢ] = r_f + βᵢ (E[Rₘ] − r_f) WACC = (E/V)·rₑ + (D/V)·r_d·(1 − T) P₀ = D₁ / (r − g) C = S·N(d₁) − K·e^(−rT)·N(d₂) EV = Σ FCFFₜ / (1 + WACC)ᵗ + TV βₗ = β_u · [1 + (1 − T)·(D/E)] PV = Σ CFₜ / (1 + r)ᵗ E[Rᵢ] = r_f + βᵢ (E[Rₘ] − r_f) WACC = (E/V)·rₑ + (D/V)·r_d·(1 − T) P₀ = D₁ / (r − g) C = S·N(d₁) − K·e^(−rT)·N(d₂) EV = Σ FCFFₜ / (1 + WACC)ᵗ + TV βₗ = β_u · [1 + (1 − T)·(D/E)] PV = Σ CFₜ / (1 + r)ᵗ E[Rᵢ] = r_f + βᵢ (E[Rₘ] − r_f) WACC = (E/V)·rₑ + (D/V)·r_d·(1 − T) P₀ = D₁ / (r − g) C = S·N(d₁) − K·e^(−rT)·N(d₂) EV = Σ FCFFₜ / (1 + WACC)ᵗ + TV βₗ = β_u · [1 + (1 − T)·(D/E)] PV = Σ CFₜ / (1 + r)ᵗ E[Rᵢ] = r_f + βᵢ (E[Rₘ] − r_f) WACC = (E/V)·rₑ + (D/V)·r_d·(1 − T) P₀ = D₁ / (r − g) C = S·N(d₁) − K·e^(−rT)·N(d₂) EV = Σ FCFFₜ / (1 + WACC)ᵗ + TV βₗ = β_u · [1 + (1 − T)·(D/E)]
Econic Partners · Expert Witness & Consultant
Nicholas
J. Weir
Consulting & testifying expert in trading, risk and market conduct.
Mr. Weir specializes in consulting related to securities, commodities, derivative investment products, risk management, foreign exchange, and trading practices, including evaluating the risk-management exposure of major trading and investment firms.
Nicholas J. Weir · Senior Consultant, Econic Partners