Financial Calculus Errata
An introduction to derivative pricing
Corrigenda et errata
Here is the full list of known errata. Only those marked (*) are still visible in the
most current printing:
(Click here if displayed equations are
invisible to your browser.)
Bonus extra text #1: Exotic Options
Six pages of web-only text on exotic options, such as lookbacks and knockouts,
which were edited out in the final production stages, are available as an
Acrobat PDF 92k file, or
PostScript 200k file.
Bonus extra text #2: Ho and Lee model formula
Two pages of web-only text on the derivation of the formula for g
on page 152, which expresses the Ho and Lee model in HJM terms.
Acrobat PDF 48k file, or
PostScript 90k file.
Our thanks to eagle-eyed readers: John Bossert, Edward Chen (and bar), Lester Coyle (and double bar),
Matthieu Mignon, Martin O'Sullivan, Mitesh Patel, Lee Russell, Michael Sherris, Michael Tari (and bar),
Gordon White (and double bar), Zhongmin Xiong, Xiao Chen.
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