5 Companion Code
Python notebooks reproducing every numerical result
5.1 What it contains
Eight Jupyter notebooks that reproduce every numerical result from the lectures:
| Notebook | Topic | Sessions |
|---|---|---|
01_ou_calibration |
Ornstein-Uhlenbeck process: simulate, calibrate | S04, S19, S22 |
02_pi_term_structure |
Fit pi(L,T) to secondary market discount data | S05, S17 |
03_exit_boundary |
Solve the HJB free-boundary problem for L*(t) | S11, S12, S20, S25 |
04_pme_la_irr_la_pme |
Compute IRR / PME / LA-IRR / LA-PME | S07 |
05_mfg_solver |
Mean-field game fixed-point iteration | S21, S26 |
06_jensen_bias |
Quantify Jensen bias by asset class | S23, S29 |
07_stress_scenarios |
Portfolio stress testing under L-shock paths | S18 |
08_pigouvian_tax |
Compute tau*(L) and welfare gap closure | S24, S29 |
Each notebook is self-contained, runs in under 30 seconds, and uses synthetic data. Drop in real data when you have it.
5.2 How to run
Click the badge above. Binder launches a free JupyterLab in your browser with everything pre-installed. First build takes 2-3 minutes; subsequent visits are 30 seconds.
5.3 For students
Track 1 (practitioner): Focus on notebooks 01, 02, 03, 04, 07.
Track 2 (researcher): Focus on notebooks 03, 05, 06, 08.
Capstone project: Fork the repo, replace the synthetic data with your project’s data, and submit your notebook with the final paper. Code submissions get +5% bonus on the project grade.
5.4 License
This code is released under the PolyForm Noncommercial License 1.0.0.
Permitted: classroom teaching, student coursework, academic research, and personal study.
Not permitted without prior written consent: commercial use, SaaS deployment, resale, incorporation into competing valuation products, or use by for-profit organizations outside their internal research and education functions.
The production GE-LAV® engine at liquidityillusion.com is separately licensed and not covered by this repository.
For commercial licensing: drsamirasaf@gmail.com
5.5 Need help?
Open an issue on the GitHub repo, or email drsamirasaf@gmail.com.