Assessing the Economic Value of Venture Capital Contracts - An Option Pricing Approach

Dr. Jil Caroline Onimus identifies the baskets of real options embedded in model venture capital contracts as published by the National Venture Capital Association (NVCA) and shows how they can be priced in interaction using Least Squares Monte Carlo simulation.

Dr. Jil Caroline Onimus earned her doctoral degree from the European Business School, Endowed Chair for Corporate Finance and Capital Markets. She works as an advisor to consumer internet companies on strategy, fundraising and corporate development.