Hull-White Model
Also called: Hull White, extended Vasicek
The Hull-White model extends Vasicek with a time-dependent drift chosen so the model reproduces today's observed yield curve exactly. That single change is what made it a production model: a rates model that mispriced the current curve would arbitrage itself on day one. It's usually implemented on a trinomial tree, which handles the early-exercise features common in callable bonds and Bermudan swaptions.
Where this is taught
Definitions are the trailer. These free levels turn Hull-White Model into something you play — one bite-size lesson, with worked examples, a quiz and XP.