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Certificate of Completion
THIS ACKNOWLEDGES THAT
HAS COMPLETED THE SPRING 2026 QUANT FINANCE BOOT CAMP
Cesai Li
Roman Holowinsky, PhD
MARCH 25, 2026
DIRECTOR
DATE

TEAM
Vasicek Model and Discount Bond Pricing
Cesai Li

In this project we introduce the Vasicek model for short rates and introduce the method of pricing zero coupon (discount) bonds using the Vasicek model for short rates.
We simulate the Vasicek short‑rate model for r(t) to price an n‑year zero coupon bond at any time t between issuance and maturity.
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