Option Valuation under Stochastic Volatility, Lewis

ametrano · January 30th, 2005, 6:17 pm

Alan> It's a second printing (with corrections) of the first edition.Alan,is an errata available for the first printing?thank youciao -- Nando

Alan · January 31st, 2005, 4:36 am

QuoteOriginally posted by: ametranoAlan> It's a second printing (with corrections) of the first edition.Alan,is an errata available for the first printing?thank youciao -- NandoSome things to add, but it's on this page:http://www.optioncity.net/errata.htm

Alan · January 31st, 2005, 4:40 am

QuoteOriginally posted by: OptionguyHi Alan,I hope you have corrected the section on long maturity asymptotics in the new version of your book. To my knowledge there were couple of mistakes. Great book anyway!Thank you. There was a clarification about linear drfit models on p. 205,a mispelled word on p. 214, and xmin, xmax should have readvmin,vmax on p 217-- if you saw anything elseplease email me. (See profile for address).regards,

unkpath · February 5th, 2005, 4:59 pm

when and where will this be available in the US? thx

Alan · February 6th, 2005, 2:36 am

Besides the Wilmott Bookshop, it's available now at amazon.comHowever, the Wilmott Bookshop has it actually in stock, whileamazon currently will make you wait a few weeks while theyorder it in.regards, alan

gobbledygook · July 21st, 2005, 5:06 am

any good news for the Vol 2, alan?QuoteOriginally posted by: AlanBesides the Wilmott Bookshop, it's available now at amazon.comHowever, the Wilmott Bookshop has it actually in stock, whileamazon currently will make you wait a few weeks while theyorder it in.regards, alan

Alan · July 21st, 2005, 3:07 pm

Thanks for checking. The research is coming along nicely,the typing is happening. Nothing to report at this time ona firm printing date.regards,alan

JONAH · July 4th, 2007, 12:03 pm

Hi Alan:When will this 2nd edition of SV come up to market? We have been waiting for years...

Alan · July 4th, 2007, 2:53 pm

Well, I have learned that, for me, a new book takes 5 years. Anyway, I expect to have my Vol. II (a new book) out this year. regards,

mj · July 8th, 2007, 5:06 am

how are you publishing this one?

Alan · July 8th, 2007, 3:04 pm

Same as the last one -- my imprint: Finance PressMy experience with this "do it yourself" approach has been entirely positive.

mj · July 9th, 2007, 11:52 pm

unlike my experience with the non-DIY approach!

piterbarg · July 10th, 2007, 7:53 pm

So what's the web site for Finance Press?

Alan · July 10th, 2007, 11:57 pm

None at moment, although I am using www.optioncity.net for some related purposes (Vol I errata and chapter excerpts)I'll put up a few specific Finance Press pages (which I used to have) again sometime this year. The contact info is the same as that posted at optioncity.net

Apprentice · October 13th, 2007, 12:57 am

Hi Alan, any update?an impatient customer