Typos and errors in a book are embarrassing, but regrettably as unavoidable as bugs in computer code. Detecting and fixing them is equally important. If you find errors not listed below, do please let me know and I will tabulate them here for everyone's benefit. Please accept my apologies for the errors.
pg 5. "long USD dollars" should read "long US dollars" [line 17]
pg 8. "modified forward" should read "modified following" [line 13]
pg 15. Eqn (2.10), final term in LHS: V_t should read V [line 14]
pg 17. "containg" should read "containing" [line 2].
Also for clarity, replace "absence of any \mu term" by "absence of any \mu term, remembering that the real world growth rate \mu is not r^d-r^f (denoted as \mu^d, see Section 2.7.2)" [line 3]
pg 19. b(X,t,t) should read b(X_t,t) in (2.32) and in display eqn 5 lines below [lines 17 & 22]
pg 24. Egn (2.54): superscripts 'd' and 'f' in wrong order.
"W_t^f = W_t^d +\sigma t" should read "W_t^d = W_t^f +\sigma t"
pg 27. "D^d_{T(t)}" and "D^f_{T(t)}" directly after eqn (2.69) are superfluous. Remove. [line 16]
pg 28. Eqn (2.70), 1st line: "{\hat S}_0 {\hat V}_0" should read "S_0 {\hat V}_0".
pg 31. Two typos:
1) Eqn (2.82): +- \sigma^2 in numerator should read +- 1/2 \sigma^2
2) Eqn (2.83d): "d_2(S_0,-L)" should read "-d_2(S_0,L)" [c.f. (2.83) with (2.88) on pg 33]
pg 45. Typo in partial derivative in the 2nd line of multiline eqn (3.4) [line 14]
1) "\partial F_{0,T} / \partial S" should read "\partial F_{0,T} / \partial S_0"
Also, first line of multiline eqn (3.5) within section 3.2.4 has two typos [line 23]:
2) replace "{\Delta}F_{0,T} / F_{0,T}" in the denominator by "{\Delta}F_{0,T} / S_0"
3) insert "e^{r^f T}" before the partial derivative, i.e. directly after the second equality sign
pg 59. replace delta_0 by sigma_0 in the denominator of (3.22) and in text 2 lines below [lines 7 and 9]
pg 79. b(x,t)p(x,t) should read b(x,t)^2p(x,t) in numerator of final term in RHS of (5.9) [line 17]
pg 106. Eqn (6.14) - Several notational errors:
1) replace "F_T" by "F_{0,T}" - five occurrences, all in (6.14a)
2) replace "\alpha" by "\sigma_0" - four occurrences, three in (6.14a) and one in (6.14b)
3) replace "\nu" by "\alpha" - three occurrences, two in (6.14a) and one in (6.14b)
4) replace "We merely quote the result here." after (6.14c) by "We merely quote the result here, noting that the special case for ATM options, where K=F_{0,T}, reduces to equation (2.18) of Hagan et al. (2002)."
pg 107. In text immediately below (6.16), replace "log S_T / log S_0 is normally distributed" with "log (S_T / S_0) is normally distributed"
pg 109.
1) Replace "e(i\phi + 1)" by "e(i\phi + j)" in (6.20b)
2) Display eqn between (6.23) and (6.24) missing a multiplicative factor "(i \phi +j)" inside the exponential. It should have the same form as in (6.24) immediately below.
Replace "exp( -\frac12 \int_0^T v_t dt + \int_0^T \sqrt{v_t} dW_t^{(1)} )" with
"exp( (i \phi +j) (-\frac12 \int_0^T v_t dt + \int_0^T \sqrt{v_t} dW_t^{(1)} ) )"
pg 110. Eqn directly below text starting "Using this, we have" [line 18] has two typos:
1) "\rho\kappa / \alpha" about halfway along should read "(\rho\kappa / \alpha)(i\phi + j)"
2) "(v_T-v_0-{\kappa}mT)\alpha" should read "(v_T-v_0-{\kappa}mT) / \alpha"
i.e. divide not multiply by alpha
pg 112.
In (6.33) there is an erroneous factor of 1/2 in the mixed partial derivative, i.e. the first term on the second line of the display equation. This should be removed.
pg 118.
1) "on LSV models is" should read "on LSV models are" [line 14]
2) In sentence starting "We directly read off", "A(S_t t)" should read "A(S_t, t)" [line 22]
pg 119. Replace "sigma_{loc}^2(K,T)" with "sigma_{loc}(K,T)" in (6.60a) [line 12]
pg 175.
1) Numerator of expression contributing to c_1 should read x_{min}-x_{conc} [line 12]
2) Denominators of expressions contributing to c_1 and c_2 should read "x_{max} - x_{min}" [lines 12 and 13]
pg 180. Remove "(see Table 8.2)" as the table clearly refers to American barrier options.
pg 181. Table 8.2, final two rows should have M_T not S_T in the subscripts for the indicator function.
pg 182. Eqn (8.2): +- \sigma^2 in numerator should read +- 1/2 \sigma^2
pg 183.
1) Replace m_T and M_T by m_t and M_t in text before the display equation [line 16]
2) Replace H by U [line 28]
3) Replace "subcript" by "subscript" [line 28]
pg 184. In many instances in this section, replace H by U (treat as completely synonymous)
pg 185.
1) Replace "\le t \le T" by "0 \le t \le T" [line 25, i.e. the second last line in final display eq]
2) Final display equation on page, replace "{\tilde M}_T >= H" by "{\tilde M}_T >= U'"
pg 187. Replace "{\tilde W}_T" with "{\doubletilde W}_T" in line 6, 7 and 8 [3 occurrences]
pg 188. Replace section heading halfway down page "D-omestic" by "Domestic"
pg 190.
1) Replace (S-K) by S_T-K [line 16, i.e. 7th line of section 8.3.3]
2) Replace "IDT2P" by "IDT2" [line 26, i.e. final equation on the page]
pg 193. Display equation directly above "While these are quite formidable" should read, in the middle, "\omega (C_{H,K}^{\omega} - K)" instead of "\omega C_{H,K}^{\omega} - K" [line 14]
pg 214. Replace "tN+1" by "t_{N+1}" in line 4 of Section 9.7.
pg 215.
1) Replace R with curlymath S_{j} as seen on the LHS of (9.18b) [line 1]
2) Replace "r_f(s)" with "r^f_s" in (9.23) and (9.24) [two occurrences]
pg 227.
1) "currently triangle" should read "currency triangle" in 2 places [caption of Figure 10.1].
2) The caption for Figure 10.1(c) should read "after appreciation of EUR against both USD and JPY (USDJPY unchanged)"
3) Final display equation on the page starting "dX_t^{(2;1)} =" should have "+1/2 (\sigma^{(1)})^2 -1/2 (\sigma^{(2)})^2" not "+1/2 (\sigma^{(1)})^2 - (\sigma^{(1)})^2".
pg 231. Replace "S_t^{2;1}" with "S_T^{2;1}" in (10.10)
pg 245. Replace "0.04 \sigma \sqrt{T}" with "0.4 S_0 \sigma \sqrt{T}" [line 7]
pg 254. Eqn (11.14): Replace "...C^{f;1} with "...C^{f;1} - C^d" for symmetry with C^{f;2}
pg 259. In section 11.8, 2nd para, replace "\sigma_{fx}" with "\sigma^{fx}" [line 23]
pg 260. Replace "using" with "assuming that the correlations between the Brownian motions are constant, and thereby using" [line 18]
pg 261.
1) Remove "Assume that the correlations between the Brownian motions are constant" [line 1]
2) Replace "rho_{fx,f}" with "rho^{fx,f}" [line 5]
pg 271.
Missing comma after 2nd author - Briys, E., Bellelah, M., Mai, H. M. and de Varenne, F. (1998)
Errata as of 10 December 2013.
The author gratefully acknowledges the eagle eyed contributions of Alan Bain, Josua Mueller, Zbigniew Matosek, Wilbur Langson, Lorenz Schneider, Peter Cooke and other reviewers who have asked to remain anonymous.
* - If you report any errors please let me know whether you'd prefer your contribution acknowledged above, or whether you'd prefer to remain anonymous.