List of reported typos

The notations Px-Ly, which mean Page x, Line y. When the line number y is negative, it means the -yth line from the bottom.
  • P154-L2: In the definition of wt, the Zt should be replaced by Σt.
  • P162: Theorem 8.4 The α (gearing factor) appear in the wrong place in the final formula. There are also some minor typos with subscripts. See PDF version for details.

Popular posts from this blog

Multi-curve framework book: new edition in progress

Rigged: part 1 - Will there be a part 2?

Treasury / Swap spreads are negative. And what?