The article explores different models of interest rates and how they can be used to predict future rates. The researchers use a series expansion method to solve for bond prices in these models. They find that the models can accurately match real-world yield curves and forward rate curves. Additionally, they show how to adjust the models to fit observed yield curves exactly. The research also presents a new solution for bond prices in a specific model, which deviates slightly from traditional expectations but can still be interpreted as a term structure.