Nguyet Nguyen

Dr. Nguyen is a financial economist with expertise in securities and derivatives pricing, market microstructure, financial investigations, and asset valuation, including the valuation of early-stage companies.

She has consulted on several matters relating to the valuation of private investments – including high-growth early-stage companies – and to the customs and practice of private equity and venture capital, including general partner (GP)-limited partner (LP) relationships and GP compensation. Her consulting experience spans all stages of the litigation process, including initial case assessments, regulatory investigations, mediations, and supporting experts through depositions and trial testimonies.

Dr. Nguyen also has experience applying valuation and statistical tools in the context of complex derivatives valuation. She has developed models to value employee/founder stock options of start-up firms, taking into account the unique contractual terms of the options. She also led several project teams on the series of International Swaps and Derivatives Association (ISDA) consultations relating to IBOR fallbacks and US Treasury clearing.

In securities matters, Dr. Nguyen has an extensive understanding of equity markets, as well as experience in applying statistical tools to analyze large financial datasets. She has examined trading behavior – including using high-frequency trading data to analyze short-selling activities – as well as the price impact of new information and stock price movements through the use of event studies and other valuation frameworks. Dr. Nguyen has led several teams supporting experts examining market efficiency, materiality issues and loss causation, and estimating the quantum of damages in shareholder class action disputes.