A couple of typos in the errata

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A couple of typos in the errata

Postby quee0849 » Fri Apr 04, 2014 12:35 pm

1. In the list of errata
http://www.markjoshi.com/concepts/errata2pt2.txt
it says "Page 173, equation (6.121), move final ) in the numerator to be
directly after the log (ie so first fraction is the argument of the log)
eqn (6.117) argument of last exponential is
{-\frac{1}{2} \sigma^2 T + \sigma \sqrt{T} X}"

In my version of the book at least, this refers to (6.119) rather than (6.117).

2. Also in
http://www.markjoshi.com/concepts/errata2011.txt
it says
page 170 about half-way down, in equation before "Give an event" change D_T to C_t

I think you meant C_T here rather than C_t.
quee0849
 
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Re: A couple of typos in the errata

Postby quee0849 » Fri Apr 04, 2014 1:02 pm

Also (in the book, not the errata)
3. pg 512 Solution to Ex 8.9:
you want e^{-rT}\mathbb{P}(m_T^{s} \leq K)
rather than \geq.
quee0849
 
Posts: 6
Joined: Tue Apr 01, 2014 3:01 pm
Location: London, UK


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