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Risk free rate

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(Querist)
23 January 2017 From where do we take risk free rate for valuation of options.
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vaibhav singhi

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vaibhav singhi (Expert)
08 February 2017 NEW Website Debt Segment reoorts
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CA S K MISHRA

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CA S K MISHRA (Expert)
04 March 2017 The risk free one year Treasury rate is used for valuation of Option, which can be obtained from RBI website.
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vaibhav singhi

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vaibhav singhi (Expert)
16 March 2017 Then free rate period should be same of meat to expiry time of options
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vaibhav singhi

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vaibhav singhi (Expert)
16 March 2017 RBI or NSE websites
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