March 2017 errata list
page 40 line -2, ex2.7, insert "three times" before "differentiable"
page 93, ex 4.12, the maturity of B should be 1
page 102, on last line of multiline equation change 2\frac{T^2}{n^2} to
2\frac{T^2}{n}. Also in next formula.
page 110 equation 5.27, change first dX to dt
equation 5.32, change X_{t}^{n} to X_{t}^{(n)}
page 126 ex 5.15 change "were" to "we"
page 135, change \espilon(b-a) to \epsilon
page 167, lines 11 and 13 , A should be D
page 170 line 17, change D_T \frac{S_T}{S_0}\frac{B_0}{B_T}
to C_T \frac{S_T}{S_0}\frac{B_0}{B_T}
page 173 line 1 "where is $X$" should be "where $X$ is"
page 177 , ex6.7, change \sigma' to \sigma in displayed eqution
page 201, line -2, change S_t to S_1
page 206, equation 8.13 change t to \tau
page 209, line -1, x \leq y should be x \geq y
page 273 after (11.41) change "risk-neutral" to "martingale". Also after (11.42)
page 332, first equation, change \mu(f_{l+r}) to \mu(f)
page 362 in the displayed equation, the square roots should be on the
\Delta t s not the \sigma s
page 366 line 4, insert "log" before "spot"
page 426, line 14, insert "floating" between "deterministic" and "smile"
page 474 ex 2.3, switch DC and DP through out so it's always DC(K_2) and DP(K_1)
page 482 ex 2.18 , line 2, change 1,1,0.9,1 to 1.5, 1.5, 1.125, 1.3125,
line 3 change (0.5,0.5) to (0.6,0.5)
line 4 change (5/3,-5/6) to (5/2,-3/2)
line 5 change 1/4, 1/3 to 3/20, 1/4
page 484 line 17 in (iii) change (105,0) to (105,5) in (iv) change (115,0) to (115,15)
page 490 line 6, change -\frac{5}{2} x^{3/2} to - 3x^{3/2}
page 491 ex 4.6, line -5, insert \sigma after 0.4. change ^{-3/2} to ^{-1/2} in two places
page 493 line 19 change Ke^{-rT} to e^{-rT}
page 498, ex 5.14, in the third line of the equation, insert dt after \alpha\beta
page 499, line -6, S_t should be in normal size not superscript
page 502, line -1, T(T-t) should be (T-t)
page 504, line -3, delete \sqrt{T}, In the third equation in the solution of Ex 6.21 it should read F_T(T) instead of F_TT. The same goes for the beginning of the fourth equation
page 506, line -8 ex 6.26 change dS to d(S/B) in two places
page 507, line 8 change "zero" to "1-p-q"
page 514 line 7, change P(t_j) to P(t_{j+1}) and P(t_{j-1}) to P(t_j)
page 520, line -12, insert "cannot" before "in truth"