Suggested Errata for Musiela and Rutkowski (2005) “Martingale Methods in Financial Modelling”

I worked through most of this book when studying for MATH5985 “Term Structure Modelling” at UNSW. The attached document lists some potential typos/inconsistencies in the notation of the 2005 printing.

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Suggested Errata for Cont and Tankov (2004) “Financial Modelling with Jump Processes”

The book by Cont and Tankov (2004) is an excellent introduction to jump processes in finance. The attached document lists some potential typos/inconsistencies in the notation of the 2004 printing that are neither included in the errata published under http://www.cmap.polytechnique.fr/~rama/Jumps/ nor in an updated PDF version of some of the book chapters.

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