Wilmott Errata?

magriggs · October 20th, 2004, 6:37 am

Hi allIs there an errata for Mr. Wilmott's books, particularly "Introduces Quantitative Finance"?Thanks

WilmottBookshop · October 20th, 2004, 7:15 am

HiI've just spoken to Wiley who said that no errata had been issued for Paul Wilmott Introduces Quant Finance.Suzanne

Paul · October 20th, 2004, 7:24 am

magriggs, I can do better than that...P

magriggs · October 20th, 2004, 8:17 am

Many thanks!The P.94 errors have cleared a couple of things up, although I'm still confused by the leap from to the exponential form.

Paul · October 20th, 2004, 8:49 am

magriggs · October 20th, 2004, 9:08 am

PaulThanks, that clears that up. What is slightly odd is that those equations are most definitely not in my edition of "Paul Wilmott Introduces Quantitative Finance". Instead I've just got two second order approximations, with a corresponding p.mike

Paul · October 20th, 2004, 9:48 pm

if they were in the book there wouldn't be the need for the errata P

magriggs · October 21st, 2004, 6:55 am

Only thing being, they're not in the errata, are they? Or was that post an erratum addendum to the errata? Thanks again, I can carry on digging through the book and writing some binomial code for myself. mike

magriggs · October 21st, 2004, 5:32 pm

There's an error in that correction to the errata, as well. It should be -1, not -4.

magriggs · October 21st, 2004, 5:56 pm

Also, in the code on page 95, I assume that the lineS(j) = u * S(j-1)should actually be j+1, since j-1 in a loop from n down to zero won't work very well.

jfuqua · August 29th, 2008, 5:22 pm

On p.627 of "Derivatives" is not the sign wrong on the middle term of A,B and C in (eq46.2) ? i.e. should not it be [ignoring sub/super scripts and greek letter] A= v1 * a - 1/2 * v2 * b B= -2* v1*a - c* dt C= v1 *a + 1/2 * v2 * bThat would make it consistent with case with dividends under section 46.11.1 which is consistent with http://people.maths.ox.ac.uk/~reisinge/ ... dNotes.pdf and "Option Pricing:Mathematical Models and Computation"

jfuqua · March 27th, 2011, 5:50 pm

On p. 363, eq. A.6, of 'Option Pricing...' P. Wilmott, et al. should not the di(.)/di(t') be di(.)/di(G') ?

fichi · May 30th, 2011, 12:09 am

p 475 PWIQF and likewise p 640 PWOQF in PDE for Merton's asset value model the final term should be -rV not -rA

jsimodel · June 7th, 2011, 6:48 am

HiI am using the VBA code in page 948 ·67.3 americal call,implicit and it doesn't work at all.I suspect that anything is wrong because dS and ds appear in the same code.Anyone knows if there is a erratum of Part Seven numerical methods of Chapter 67?Thanks

Paul · June 9th, 2011, 5:41 am

QuoteOriginally posted by: fichi p 475 PWIQF and likewise p 640 PWOQF in PDE for Merton's asset value model the final term should be -rV not -rAYes, fichi, you are correct.P