Talk:Risk-free interest rate

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You have new messages (last change).

There is a bit of an issue here with the requirement of using a short-dated rate. I do agree that in many cases it is true, on the other hand in the Black-Scholes formula the rate used is the zero-coupon rate corresponding to the maturity of the (European) option.

For simplicity I'd suggest to shorten the article and not make any reference to short-dated - any views? SKL

Why no citations of the origin of the concept? Jim Bowery 02:53, 10 August 2005 (UTC)

I would think that inflation would be considered a risk. Maybe it should be added? --Rotten 21:44, 11 May 2006 (UTC)

[edit] German bills VS Euribor indicators

As far as I know the trend has changed in European markets, so the reference moved to Euribor rates, from 3 to 6 months. I am unsure if German Bills are still used, so the reference will be kept.

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