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Scripts for modeling the value of vesting stock options

These scripts provide the Python source code for the model in this blog post, which compares the expected value of a job offer from a startup (with stock options and lower cash compensation) to that from a big company.

If you want to use this to look at your own offer, here's where to go:

  1. Make a python 3 virtualenv.
  2. pip install -r requirements.txt
  3. Open options.py. Edit the COMMON_PARAMS dict with the parameters from your offer. Edit the calls to sensitivity_analysis at the end to control how the parameter space is explored in the sensitivity analysis.
  4. Run python options.py to get the expected value of the offer and produce a sensitivity analysis.
  5. Run python plot_trajectory.py to produce the equivalent of that post's first plot (heatmap trajectory of valuations, when you should quit, and probability of staying).
  6. Run python plot_sensitivity.py to produce the equivalent of that post's second and third plots (analysis of sensitivity to various parameters).

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