Marcelo Han applies sophisticated expertise in financial statement analysis, valuation, and econometrics to cases in a range of industries, notably consumer products, financial institutions, and technology. He has led cases analyzing issues in M&A; asset management, including hedge funds, mutual funds, private equity, and venture capital; and bankruptcy.
In several high-profile matters, Mr. Han analyzed complex mathematical models, assumptions, and data used to value foreign exchange options, swaps, and forwards; custom equity derivatives; mortgage-backed securities; and collateralized debt obligations.
Mr. Han has experience with class certification matters pertaining to securities, such as stock drop, as well as consumer fraud and product liability issues. He has developed critiques and statistical analyses used to demonstrate heterogeneity within a putative class.
Mr. Han has analyzed damages or economic harm arising from breach of contract; business interruption; misappropriation of trade secrets; patent and trademark infringement; unfair competition; and breach of fiduciary duty. In a significant consumer products matter, he designed a comprehensive damages methodology to quantify lost profits caused by alleged patent infringement and breach of contract.
Mr. Han consults on content for the Financial Risk Manager (FRM) examination, a leading global certification for risk managers. His contributions focus primarily in the areas of quantitative finance, interest rate risk, and options pricing.