Complex Securities Valuation

Asset-Backed Securities

We have significant staff expertise surrounding the valuation of asset-backed and complex securities valuation. We have the modeling expertise and experience to value residential mortgage backed securities, commercial mortgaged-backed securities, and other asset backed securities (e.g., aircraft leases).

Contingent Claim Valuation

We also have a very strong background in contingent claim (options and option-like instruments) valuation. The dissertation of Dr. Timothy Reichert was centered on contingent claim valuation, and he and others at Economics Partners have designed and priced complex contingent claims for tax purposes. As an example, Dr. Reichert and Mr. Gray have designed, modeled, and valued call-like, and put-like, instruments on intangible assets.