Tuesday, October 24, 2017

"Eight Centuries of the Risk-Free Rate"

Speaking of Alphaville's Mr. Murphy - post immediately below - I was reminded of this piece which he posted last week:

Harking back to Prestiti stock — eight centuries of the risk-free rate
Here’s the chart…
https://www.ft.com/__origami/service/image/v2/images/raw/https%3A%2F%2Fftalphaville-cdn.ft.com%2Fwp-content%2Fuploads%2F2017%2F10%2F20142941%2FScreen-Shot-2017-10-20-at-14.25.20-590x411.png?source=Alphaville

...MORE

On the FT Alphaville front page he had teased the post with:
A Bank of England staff paper is out, if you're interested in 13th-century interest rates...
And I found myself saying "Why yes, yes I am"

A masterful bit of clickbait-for-finance-nerds.