Laboratory, Notebooks & Workbooks

The three companions — one seeded engine

Every chapter is backed by three companion artifacts driven by a single seeded Python engine. The Laboratory webapp is interactive; the Python notebook runs the same computations in code; the Excel workbook puts one experiment per tab with live formulas beside the engine’s reference values. All three use the book’s seeds (2026CCNN), so their numbers agree by construction.

Open the Laboratory →

Downloads by chapter

Chapter 1 · The Mathematical Architecture of Modern Finance

Module 1: Probability and State Space Explorer — Week 1

Chapter 2 · Probability, Uncertainty, and Financial States

Module 2: Probability and Distribution Lab — Week 2

Chapter 3 · Information, Conditional Expectation, and Filtrations

Module 3: Information and Conditional Expectation Simulator — Week 3

Chapter 4 · Valuation, No-Arbitrage, and State Prices

Module 4: State Prices, Completeness, and Bounds — Week 4

Chapter 5 · Martingales, Change of Measure, and Risk-Neutral Valuation

Module 5: Fair Games, Measure Change, and Dynamic Hedging — Week 5

Chapter 6 · Stochastic Processes and Financial Dynamics

Module 6: Paths, Quadratic Variation, and Jumps — Week 6

Chapter 7 · Itô Calculus and Continuous-Time Finance

Module 7: Stochastic Calculus in the Hands — Week 7

Chapter 8 · Derivatives, PDEs, and the Feynman–Kac Bridge

Module 8: The Pricing Machine — Week 8

Chapter 9 · Portfolio Choice and Dynamic Optimization

Module 9: The Allocation Laboratory — Week 9

Chapter 10 · Stochastic Control and the Hamilton–Jacobi–Bellman Equation

Module 10: The Control Room — Week 10

Chapter 11 · Optimal Stopping and Real Options

Module 11: The Timing Desk — Week 11

Chapter 12 · Filtering, Learning, and Hidden States

Module 12: The Learning Machine — Week 12

Chapter 13 · Risk Measures, Ambiguity, and Robustness

Module 13: The Risk Office — Week 13

Chapter 14 · Equilibrium, Liquidity, and the Allocation of Capital

Module 14: The Market Itself — Week 14