Valuation

Structured Products and Complex Financial Instruments

Structured Products and Complex Financial Instruments

As a pioneer in the field of asset valuation, NERA uses innovative techniques to measure value in real-world scenarios. Our valuations use real options, probability-weighted and dynamic cash flow models, the stock and debt approach to real property appraisal, and event studies to measure lost profits. Our experience in a variety of asset classes, including structured products, credit default swaps, and other complex derivatives, allows us to quickly assess market specifics and the impact of market economics on market value. The use of advanced techniques combining economics, finance, statistics, and econometrics contribute to a result that extends well beyond traditional approaches to valuation, especially in cases where historical data and other valuation benchmarks are either unavailable or considered inadequate.

Name Title Location Phone Email
Dr. Andrew Carron Chairman New York City
London
+1 212 345 5407
+44 20 7659 8500
andrew.carron@nera.com
Dr. Alan Cox Managing Director
Chair of NERA's Intellectual Property Practice
San Francisco
Toronto
+1 415 291 1009
+1 415 291 1009
+1 416 868 7314
alan.cox@nera.com
Dr. Anne Gron Managing Director Chicago +1 312 573 2850 anne.gron@nera.com
Dr. Vinita Juneja Managing Director
Chair of NERA's White Collar, Investigations and Enforcement Practice
New York City
London
Toronto
+1 212 345 3148
+44 20 7659 8618
+1 416 868 7314
vinita.juneja@nera.com
Dr. Denise Neumann Martin Managing Director New York City +1 212 345 5296 denise.martin@nera.com
Dr. Faten Sabry Managing Director
Bankruptcy Practice Chair
New York City
London
+1 212 345 3285
+44 20 7659 8618
faten.sabry@nera.com
Dr. David Tabak Managing Director New York City +1 212 345 2176 david.tabak@nera.com
Dr. Sharon Brown-Hruska Director Washington, DC +1 202 466 9222 sharon.brown.hruska@nera.com
Kurt G. Strunk Director New York City +1 212 345 5035 kurt.strunk@nera.com
Timothy McKenna Associate Director New York City +1 212 345 5503 timothy.mckenna@nera.com
Dr. Vladimir Starkov Associate Director Chicago +1 312 573 2806 vladimir.starkov@nera.com
Dr. Airat Chanyshev Senior Consultant New York City +1 212 345 7336 airat.chanyshev@nera.com
Dr. James Jordan Affiliated Consultant Washington, DC +1 202 466 9263 james.jordan.affiliate@nera.com
Mike King Affiliated Consultant Denver
San Francisco
Washington, DC
+1 303 357 4781
+1 303 618 4915
+1 303 618 4915
mike.king.affiliate@nera.com
Dr. Alexander Voegele Affiliated Consultant Frankfurt +49 69 710 447 501 alexander.voegele.affiliate@nera.com
Title Type Author
PDVSA’s Peculiar Oct. ’22 Bond May Carry Elevated Risks Report By Timothy McKenna and Raphael Starr
Exchange-Traded Funds: Consequences of Expansion White Paper By Raymund Wong and Kara Hargadon
An Update on the Credit Crisis Litigation: A Turn Towards Structured Products and Ass... White Paper Dr. Faten Sabry, et al.
Study of the Impact of Securitization on Consumers, Investors, Financial Institutions... Study By Dr. Faten Sabry and Dr. Chudozie Okongwu
Financial Disclosure and SFAS 157: Seeking Transparency in a Perfect Storm Published Article By Dr. Sharon Brown-Hruska with former NERA Vice President Shuchi Satwah
Hedging and the Estimation of Marketability Discounts Published Article By Dr. David Tabak
Dynamic Asset Allocation for Stocks, Bonds, and Cash Published Article By Dr. James Jordan with George Washington University School of Business and Public Management Professor Isabelle Bajeux-Besnainou and CNAM Chair of Finance Roland Portait
A CAPM-Based Approach to Calculating Illiquidity Discounts Working Paper By Dr. David Tabak
The Evaluation of Credit Union Non-Maturity Deposits Report By Dr. James Jordan with former NERA Associate Director Dr. David Ellis
An Asset Allocation Puzzle: Comment Published Article By Dr. James Jordan with Department of Finance, George Washington University Professor Isabelle Bajeux-Besnainou and CNAM and ESSEC Finance Chair Roland Portait