Recent content by iwtlib

Thanks for the comments. I've noticed this when plotting the effects of the different parameters in excel. The others are more readily defined (strike, underlying price, volatility, time til expiry). I wanted to nail the interest rate down. Thanks again.

What value of "risk-free" interest rate should one use in option pricing models such as Black-Scholes? Fed rate(~2%)? 10-year US treasury note (~4.13%), 30 year US treasury note (~4.59%). Thanks for your comments.