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Errata for Malcolm Kemp’s Market Consistency: Model Calibration in Imperfect Markets, published by Wileys

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On page 11 Equation 2.1 should read:

 

On page 87 Equation 4.43 should read:

 

On page 87 Equation 4.44 should read:

 

On page 146 Equation 7.2 should read:

 

On page 146 Equation 7.3 should read:

 

On page 232 the second sentence of the second paragraph should start: “The difference between the copulas in Figures 9.15 and 9.16 (or to be more precise the difference between their gradients, i.e. densities) is ...”

 

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