The article compares two models that predict how interest rates change over time. These models, called Vasicek and Cox-Ingersoll-Ross, use the short-term interest rate to calculate the sensitivity of bond prices. The study shows that the Vasicek and Cox-Ingersoll-Ross models are more accurate than the traditional Macaulay's duration in predicting bond price changes. However, real-world tests have not proven that the new models are always better than the old one.