Bond Pricing by Vasicek Model in Python
The Vasicek model is a specific application of the Ornstein-Uhlenbeck process in the context of interest rate modeling.
I calculated zero-coupon bond prices with 3 different methods in Vasicek model and compared the results.
Also I visualized the bond price changes from time 0 to maturity under different interest rates.
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The Python code is uploaded into https://github.com/AIMLModeling/OUVas...