Errata

Discussion on Quantitative Methods in Finance
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Keith
Posts: 4
Joined: Thu Feb 11, 2010 4:57 am

1.3.3.5 Lognormal Distribution -- sigma = ?

Postby Keith » Thu Mar 18, 2010 2:35 am

Volume I
Page 93
1.3.3.5 Lognormal Distribution -- sigma = ?
Following (I.3.39), the text indicates sigma = variance; however, is not sigma = standard deviation?

coalexander
Posts: 815
Joined: Sun Sep 28, 2008 10:30 pm

Re: Errata

Postby coalexander » Mon Apr 05, 2010 10:32 am

Yes, thanks for spotting this! I have added to errata list (either change variance to stdev, or change sigma to sigma^2)

Many thanks again! Carol

Uday
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Joined: Wed Jul 13, 2011 7:46 am
Location: Jamshedpur, India
Contact:

Re: Errata, Third Reprint??

Postby Uday » Wed Jul 13, 2011 10:49 am

hi carol,

your book makes very nice reading!
noticed two 'errors' in the first 15 pages and was about to post them when i noticed that they had (quite predictably!) been spotted and reported earlier (one was the maximum/ minimum typo on page 14 pointed out by member askme on nov 15 2009 and the other was the interchanged graphs for 1.1.5 and 1.1.6 on the CD, pointed out by keith on feb 11 2009)

Now two questions:
a. Is there some location where a user can view all the yet-to-be-rectified errata? Would make life easy!
b. Is the third reprint out? Amazon have sent me the 2009 reprint `:(`

Uday

coalexander
Posts: 815
Joined: Sun Sep 28, 2008 10:30 pm

Re: Errata

Postby coalexander » Wed Jul 13, 2011 11:59 am

Hi Uday

The publishers screwed up with their errata for this volume.

There were loads of typos in first printing, corrected in second printing, but re-instraed in third and fourth printing - then I spotted this, and the printings since Dec 2010 should be more or less error free.

Sorry you got an old printing - suggest you look at the errata page for this volume here http://www.carolalexander.org/changes_i.php

Best wishes, Carol

Uday
Posts: 6
Joined: Wed Jul 13, 2011 7:46 am
Location: Jamshedpur, India
Contact:

thanks for the link, carol, but....

Postby Uday » Mon Jul 25, 2011 10:44 am

thanks for the link, carol, but here is one that seems to have slipped through all the sieves (or has it??)

In Table 1.3.4, under X =0 the "probability of each way" should read (5/6)^3 instead of (1/6)^3.

cheers
uday

coalexander
Posts: 815
Joined: Sun Sep 28, 2008 10:30 pm

Re: Errata

Postby coalexander » Mon Jul 25, 2011 12:03 pm

Ah, maybe, but I can't check right now as I am away -- will let you know asap, cheers, Carol

Orkhan
Posts: 1
Joined: Wed Sep 21, 2011 8:39 pm

Re: Errata

Postby Orkhan » Wed Sep 21, 2011 8:56 pm

Hi Carol

On page 163

Formula 4.43 shouldn't it be that the degrees of freedom for denominator are T-k-1, not taking into account the constant term

Page 165

Similar to previous one but for t-stat of coefficient, degrees of freedom should be T-k-1 as well

Thanks in advance

Bests
Orkhan

coalexander
Posts: 815
Joined: Sun Sep 28, 2008 10:30 pm

Re: Errata

Postby coalexander » Fri Sep 30, 2011 9:06 am

Hi Orkan

No, not according to Greene (my econometrics bible) and other mianstream texts...where do you see this usage?

Its common to see confusion about degrees of freedom as some authors use K to be the number of coefficients including constant (Greene does, and so do I) so that k -1 is the number of explanatory variables, and others use k to be the number of explanatory variables.

Apologies for delay but I have broken my right wrist, quite badly, Carol

Uday
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Joined: Wed Jul 13, 2011 7:46 am
Location: Jamshedpur, India
Contact:

p. 4 parabola

Postby Uday » Wed Dec 07, 2011 7:37 am

hi carol,
In Section I.1.2.1, bullet 2, for 'b' greater than zero, the graph is shifted to the left of the vertical axis at x = 0 only under the condition that 'a' is greater than zero, isn't it? If a is less than zero, isnt the result reversed?

Cheers,

Uday

Uday
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Joined: Wed Jul 13, 2011 7:46 am
Location: Jamshedpur, India
Contact:

p. 16 line 2

Postby Uday » Wed Dec 07, 2011 7:41 am

Dear Carol,

Is there a typo on line 2 of page 16....should it read F(x)?

Uday


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