Options,
Futures, and
Other Derivatives, International
Seventh Edition
The following typos
and other errors are in the first printings of the International edition of
Options, Futures and Other Derivatives.
Page 58: In last equation change
83,550 to 83,580 and 36.22 to 36.12. (This was kindly pointed out by Jean Wills)
Page 146:
Problem 6.25, part d. Problem should state that the delivery date is
June 25.
Page 286: Line 10, Replace
“40×0.10=$4” by “0.4×0.1=$0.04”. On line 11 replace “100×0.04=$4” by “$0.04”.
(This was kindly pointed out by Emilio Barone.)
Page 301: Lines 11-12, “Example 13.8”
should be “Example 13.9.” (This was kindly pointed out by Emil Gerhardt)
Page 325: Last equation: Replace F by F0
in two places. (This was kindly pointed
out by Emilio Barone.)
Page 326: Fifth line after equation
(15.10): Replace “forward rates” with “forward prices” (This was kindly pointed
out by Emilio Barone.)
Page 341: Two lines before Section
16.7.
Replace “11.13” with “11.3” (This was kindly pointed out by Emilio Barone.)
Page 344: Line 6. Replace “forward
rates” with “forward prices” in two places. (This was kindly pointed out by
Emilio Barone.)
Page 355: Example 17.1. Change 0.3836
to 0.3846 in denominator of formula. (This was kindly pointed out by Emilio Barone.)
Page 397: 8 lines from end: Replace
“a one-year option..” with “a three-month option…”
Page 398: Three lines from end,
replace 0.0022 by 0.0031. Last line, replace 0.0141 by 0.0167. (This was kindly
pointed out by Emilio Barone.)
Page 491: Caption for Table 22.2:
Replace “1982-2003” with “1982-2006”
Page 495: 7 lines above table: replace
5.289% with 5.298%. (This was kindly pointed out by Emilio Barone.)
Page 496: Second paragraph, third
line: replace “16.8” by “16.7”. Fourth line: replace “38 basis points” by “34
basis points” (This was kindly pointed out by Emilio Barone.)
Page 498: In equation for d1 under equation (22.3)
change “ln V0/D” to “ln(V0/D)”
Page 510: Six lines from end, replace
91.84% by 91.48%. (This was kindly pointed out by Emilio Barone.)
Page 537: 5 lines from the end of
Example 23.2 replace “A=0.1496, B=4.2846, and C=0.0187” with “A=4.2846,
B=0.0187, and C=0.1496” (This was kindly pointed out by A. D. Miller.)
Page 538:The titles to the third,
fourth, and fifth segments of the table should read “PV expected payoff, C(Fk)”, “PV expected
payment, A(Fk)”, and “PV expected
accrual payment, B(Fk)”,
respectively. Also, in the second line of the fourth segment of the table
0.2457 should be replaced by 0.2478 in 4 places. (This was kindly pointed out by Emilio Barone.)
Page 561: In Example 24.3 replace
“pay” by “receive” on the first line and “receive” by “pay” on the second line.
In last equation before equation (24.7) replace 
by 
in one place. In last equation replace RT by rT in one place. (These were kindly pointed out by
Emilio Barone.)
Page 561: In Example 24.3, line 10:
replace “DKi=0.5” with “DKi=50” (This was kindly pointed out by Nelson Arruda)
Page 562: Equation 24.8. Replace RT by rT in one place. (This was kindly pointed
out by Emilio Barone.)
Page 611: In equation on line 5 change
to VT.
Page 626: After equations (27.27) and
(27.28) change sF2T to sF2T/2 in four places. (This was
kindly pointed out by Emilio Barone.)
Page 699: Problem 30.13: line 2:
Change “Section 6.4” to “Section 6.3”
Page 744:
Equation 33.5: Change to dX = −aX dt +s dz
Page 753: Three lines before Section
34.1.
Change “23.1 and 23.2” to “34.1 and 34.2” (This was kindly pointed out by
Emilio Barone.)