Vasicek Model for interest modeling and Investment banking and brokerage Guide - Finance Review

The Discretization Bias for Processes of the Short-Term Rate
Analysis of Vasicek and Cox-Ingersoll-Ross models, and the inherent discretization bias in both. Also suggests a correction for this bias.
 
Linear Bonds Valuation with Interest Rate Models
Comparison of different interest rate models for valuing Belgian coupon bonds.
 
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