Gorilla and King Portfolio Candidates Message Board

STOCKTALK

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor. We ask that you disable ad blocking while on Silicon Investor in the best interests of our community. If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.

Strategies & Market Trends : Gorilla and King Portfolio Candidates

Public Reply Prvt Reply Mark as Last Read File

Previous 10 Next 10 Previous Next

To: EnricoPalazzo who wrote (52105)	7/15/2002 5:40:14 PM
From: hueyone	Read Replies (1) of 54805

Perhaps the Black Scholes model has a fudge factor built into it that estimates a percentage of options will go unvested, but I really don't know. I suspect Ron, the fellow that has the employee stock option thread, understands the math pretty well behind Black Scholes. Ron appears to go through an actual calculation in the following post on his thread. I haven't tried duplicating it myself yet. Message 17640344 Anyway, I recently suggested the following simplistic method to expensing stock options with the purpose of reconciling Black Scholes estimates to actual stock options compensation expense as defined by difference of market and strike at time of exercise, or reconciling to actual if the options expire worthless. (I think JS may have been kicking this idea around earlier.) I am not an accountant and I am just tyring to look at some of these issues from a common sense perspective. Message 17730783 Best, Huey

Report TOU Violation

Share This Post

Public Reply Prvt Reply Mark as Last Read File

Previous 10 Next 10 Previous Next