• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering. Learn more Join!
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job. Learn more Join!
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models. Learn more Join!

Option with Financial KPI

Valuation.alex

Joined
8/1/20
Messages
1
Points
11
Hi all,

Nice to meet you guys. May I know if there is any reference study or experience that can share on the way to price or model on value of an American Options on common stock of a company with exercisability dependent on its future financial performance against KPI?

For example, a put option on common stock of a company which can be exercised by existing investor if the company's EBITDA next year does not hit the pre-determined target.

Thanks very much.
 
Back
Top