2 Factor Vasicek Model
2009
Jan 2009 Swap Spread Model Calibration: GBP at End-December 2008
2006
Jan 2006 Interest-Rate Models and the Market Price of Risk
2001
Jan 2001 More Vasicek Market Price of Risk Notes
2000
Nov 2000 Distribution of Future Short & Reversion Rates in the 2-Factor Vasicek Model
Oct 2000 2-Factor Vasicek Model as a Special Case of Hull & White (1994)
Jul 2000 An Intuitive Presentation of the 2-Factor Vasicek Term Structure Model
1998
Dec 1998 A Calibration of a 2-Factor Vasicek Model to Real & Nominal Term Structures