Merge pull request #9 from spencerlyon2/asset-pricing-solutions

BUG: fixed bug in asset pricing solutions
QuantEcon · Jul 2, 2014 · 4dfa6a8 · 4dfa6a8
2 parents 0b5ac94 + 79de116
commit 4dfa6a8
Showing 1 changed file with 6 additions and 5 deletions.
diff --git a/solutions/asset_solutions.ipynb b/solutions/asset_solutions.ipynb
@@ -1,7 +1,7 @@
 {
  "metadata": {
  "name": "",
- "signature": "sha256:be473fdc232f4a9ed6d2906c14ff3e9d9aaac53dfaef16f2e1543b6478a4379a"
+ "signature": "sha256:31be1cf5c625614688a9b398b7c8e2dc1621c59b69b9e74e66330c67bf30727a"
  },
  "nbformat": 3,
  "nbformat_minor": 0,
@@ -82,7 +82,7 @@
  "print \"Consol Bond Prices: \", v_consol\n",
  "\n",
  "P_tilde = P * s**(1-gamma)\n",
- "temp = beta * P_tilde.dot(v) - beta * P_tilde.dot(np.ones(n))\n",
+ "temp = beta * P_tilde.dot(v) + beta * P_tilde.dot(np.ones(n))\n",
  "print \"Should be 0: \", v - temp \n",
  "\n",
  "p_s = 150.0\n",
@@ -95,9 +95,10 @@
  "output_type": "stream",
  "stream": "stdout",
  "text": [
- "Lucas Tree Prices: [ 12.28465197 14.42111319 17.45713702 22.11237355 30.15323666]\n",
- "Consol Bond Prices: [ 75.51427238 98.64225987 140.69501276 240.82930111 786.23683599]\n",
- "Should be 0: [ 1.72509033 1.79371484 1.86577057 1.94152147 2.02125926]\n"
+ "Lucas Tree Prices: [ 12.72221763 14.72515002 17.57142236 21.93570661 29.47401578]\n",
+ "Consol Bond Prices: [ 87.56860139 109.25108965 148.67554548 242.55144082 753.87100476]\n",
+ "Should be 0: [ 0.00000000e+00 -1.77635684e-15 0.00000000e+00 0.00000000e+00\n",
+ " 0.00000000e+00]\n"
  ]
  }
  ],