(a) What is the second partial derivative of P(t, T) with respect to r in the Vasicek and CIR models.
(b) In Section 30.2, 
is presented as an alternative to the standard duration measure D. What is a similar alternative 
to the convexity measure in Section 4.9?
(c) What is 
for P(t, T)? How would you calculate for a coupon-bearing bond?
(d) Give a Taylor series expansion for ?P(t, T) in terms of ?r and (?r)2 for Vasicek and CIR.