Topic: Interest-Rate Models and Other Applications

Vasicek Yield Curves, Forward Rates, and Duration

Vasicek Rates: Conditional Gaussian Laws and Moments

The Pricing PDE for Short-Rate Bonds

The Heston Stochastic-Volatility Model

The Heston Option-Pricing PDE and Boundary Conditions

Short-Rate Discounting and Zero-Coupon Bond Prices

Risk-Neutral Dynamics for Stochastic-Volatility Models

Heston Implied-Volatility Smiles and Calibration Diagnostics

European Options on Zero-Coupon Bonds in the Vasicek Model

CIR Yield Curves and Parameter Sensitivities