Errata

This link for the Hull White Trees does not work for me


The Mathematica Notebook for Hull White Trees can be found at http://mathematicacookbook.com/downloads/index.dot

Sal Mangano
Jul 25, 2010 Jan 06, 2012

Note from the Author or Editor:
See here https://s3.amazonaws.com/mathematicacookbook/downloads/HullWhiteTree.nb.zip

The statements about the timings "over a minute" and "just over a second" are in conflict with the timings reported in Out[15] and Out[16].

Note from the Author or Editor:
The problem here is that the result is sensitive to the hardware. Replace with: "but FullSimplify takes considerably longer than Simplify as shown by Timing."

This only repeats what was already shown in Out[753]. It should be removed.

Note from the Author or Editor:
Yes, the image is duplicated. Artifact of reevaluation.

Out[44] and Out[189] should be deleted

Note from the Author or Editor:
Yes. These are redundant.

In[31]:= parallelMapIndexed[#1^First2&,Range[10]] --> Range[10],{}]

Note from the Author or Editor:
The suggested correction works but does not address the real problem.
In[29] needs to be:


parallelMapIndexed[func_, expr_, opts : OptionsPattern[]] :=
Parallelize[MapIndexed[func, expr],
FilterRules[{opts}, Options[Parallelize]]]
parallelMapIndexed[func_, expr_, levelspec_,
opts : OptionsPattern[]] :=
Parallelize[MapIndexed[func, expr, levelspec],
FilterRules[{opts}, Options[Parallelize]]]



NOTE: opts was changed to {opts} in FilterRules

In/Out[47] are needed?

Note from the Author or Editor:
Remove. Duplicated from above.

In[40]&In[41] are not needed?

Note from the Author or Editor:
Remove duplicates.

In/Out[31] should be deleted

Note from the Author or Editor:
Remove In/Out [31]. Stray input.

pf =pricingFunc[V,S,X,r,δS,δt,σ,nt]; -->should be pricingFunc[X,r,δt,σ,nt]
S0 = 100.; (price of the stock at valuation time)
pf[S0]

In[108] and In[113] should be corrected as follows
In[110]:= strike=X = 100.;
sigma=σ = 0.2;
tau=τ = 1.0;
rate=r = 0.05
In[115]:= δS = (2*X)/n;
S = NestList1 + δS & , 0, n;
V = (Max1 - X, 0 & ) /@ S;

In[100]:= Off[NDSolve::"eerri",NDSolve::"eerr"] -->::
{timePut2,put2}= makePutEuropeanAdaptive[50,0, 250, 1] //Timing

Note from the Author or Editor:
remove space in :<space>:

In[23] printed form is corrupted
strikePriceCode[strike_Real] :=
FromCharacterCode[ToCharacterCode["U"]+Floor[Mod[(strike - 2.5) /5 -1, 6]]]

Note from the Author or Editor:
This is some kind of printing problem? Should appear as suggested above.

In[104]:= this line should be deleted

In[160]
With[{N=500},
GraphicsRow[{
ListPlot[Table[halton[n,2,0.01],{n,N}],
PlotStyle->Black,Frame->True,AspectRatio-> 1,ImageSize->Small],
ListPlot[Table[Halton[n,2,0.05],{n,N}], ---> halton
PlotStyle->Black,Frame->True,AspectRatio-> 1,ImageSize->Small]}]]

Note from the Author or Editor:
Yes, fix case. Halton -> halton

the first paragraph, all x's should be n's
Here is an unconventional application for Sum, but one that is sometimes
used in discrete math to introduce the idea of a generating function.
You can use Sum to construct a generating function for solutions to
problems like x1+x2+x3 == 12 subject to x1 >= 4, x2 >= 2, and 5 >= x3 >= 2. Each Sum is constructed from the smallest number the associated
variable can take to the largest, by considering the smallest the other
variables can take. For example, x1 must be at least 4 but can't be
greater than 12[Dash]2[Dash]2 = 8, since x2 and x3 must each be at
least 2. Here we use Expand to generate the polynomial and Cases to find
the exponents that sum to 12, thus giving all solutions.

Note from the Author or Editor:
yes, change x1, and so on to n1, ...

in the box the following ones shoul be deleted
(f^(1,1))[x,y]
(f^(1,1))[x,y]
(f^(1,2))[x,y]
(f^(1,2))[x,y]

Note from the Author or Editor:
Yes, the output is duplicated twice for f(1,1) and f(1,2)

FindRoot is appropriate when you are looking for numerical solutions and
have provided a starting point where you want Mathematica to search.
FindRoot is a numerical method, so it can solve a larger class of
expressions then Solve, although it is not guaranteed to converge. ==> than?

Note from the Author or Editor:
Yes, change then to than

Focus on the three wavelets between 900 and 1,300. ==>900,000 and 1,300,000?

Note from the Author or Editor:
Yes, make change as above

As explained above, tuning instruments in the modern Western world is
based on dividing the octave into 12 equal segments. If the ratio of the
semitone C to C# is called &#945;, then the ratio of the octave from C3 to C4
is &#945;^12 and should equal 2.0. Therefore you can calculate &#945; to be the
12th root of 20. ==> 2.0

Note from the Author or Editor:
yes, 2.0

Recipe 3.3 with a Gaussian smoothing to reduce the sensitivity of the
Laplacian to noise. See the "Discussion" section on page 364 for further
details. This implementation uses transformation rules that map
intermediate gray levels to either white or black to emphasize the
edges. ==> 8.5

Note from the Author or Editor:
Yes, 3.3 -> 8.5

In[] and Out[] numbers are not properly sequenced (there are
many similar parts in the latter half of the book)

Note from the Author or Editor:
Production: This is the result of out of order execution. Reevaluate the entire chapter before printing.

Here we want to see more fine detail of the craters in an image of the
moon. The transform achieves this but we lose contrast. We can readjust
contrast using the histogramSpecification algorithm from Recipe 8.3. ==>8.4

Note from the Author or Editor:
Change to 8.4

Needs["PlotLegends`"] is not needed.

Note from the Author or Editor:
Needs["PlotLegends`"] is only needed in Mathematica 6. Could put a note in comments in code:

(*Needs[:PlotLegends`] *) (* uncomment in Mathematic 6 or earlier*)

In Recipe 8.2 we saw how histograms can be used to automatically
equalize an image's contrast. However, sometimes it is preferable to
equalize based on a reference histogram rather than a uniform
distribution. This often arises when transformations are applied to an
image and have side effects that reduce contrast[LongDash]side effects
we wish to undo by shifting the image back to the grayscale distribution
of the original image (see Recipe 8.4). ===>8.5

Note from the Author or Editor:
Yes, change to 8.5

To match a histogram of one image to another, you produce the
equalization transform of the input image as in Recipe 8.1. You then
produce the equalization transform of the target image, and from that
and the input transform, derive the final specification transform. Next,
map the input through the specification transform to yield an image that
approaches the target image's histogram. Since you need to build the
equalization transform for each image, it makes sense to factor that
logic into a separate function. Here I call it buildEqualizationMap. You
will recognize the basic logic from Recipe 8.2. ==> the both should be
8.2 and 8.3

Note from the Author or Editor:
Make change

Recipe 8.3 shows how histograms can be used to match one image's
contrast to that of a reference image. ==> 8.4

Note from the Author or Editor:
Make change.

If you call PolyhedronData[poly], where poly is the name of the
polyhedron, it will return the graphic. The code given here creates a
labeled grid of a random selection of 24 polyhedra known to Mathematica
7. Here StringSplit uses a regular expression to parse the names on
CamelCase boundaries and inserts a new line so the names fit inside the
grid cells. ==> 20

Note from the Author or Editor:
Yes, change to 20.

In[314],Out[314] should be 36

Note from the Author or Editor:
This was caused by out of order execution.

In Recipe 18.5, I discuss how the attributes of 3D graphics can be
controlled through stylesheets. If you intend to create
publication-quality documents in Mathematica, you should familiarize
yourself with stylesheets. ==> 18.6

Note from the Author or Editor:
yes, correct reference

See Recipe 2.4 for use of StringPosition[], which returns sequence
specification that can be fed into StringReplacePart[] and StringDrop[].
See Recipes 2.8 and 2.9 for more sophisticated forms of XML processing.
2.4 ==> 5.5, 2.8==>5.8, 2.9==>5.9

Note from the Author or Editor:
Yes, fix references.

A directed graph with no cycles is called a directed acyclic graph
(DAG). The transitive closer of a DAG is the supergraph that adds
directed edges from ancestors to descendants. ==> closure
Chapter4 Patterns and Rule-Based Programming

Note from the Author or Editor:
change 'closer' to 'closure'

You will be impressed by the expressiveness of Mathematica by comparing
the amount of code in this recipe with the code to implement implicit
currying in scheme ( http://bit.ly/otB90 ). ==> Scheme

Note from the Author or Editor:
Fix case "Scheme"

Mathematica also defines two internal variables: $MinPrecision, whose
default value is minus infinity, and $MaxPrecision, whose default value
is plus infinity. ==> zero

Note from the Author or Editor:
$MinPrecision, whose default value is zero and $MaxPrecision, whose default value is plus infinity.

Three-Dimensional Plots and Graphics => Three-Dimensional Graphics and Plots

In the sentence, "Please try the code on your own to see the effect.) Both the cylinder and the sphere have a green color, but the sphere also has a green glow. ", "sphere" should be
"cylinder".

In[4] and Out[4] should be removed. They take up space but serve no purpose.

In
"Mathematica has ... primitives: Text, Polygon, ... , Point, ...,Raster, and Point can be ...."
Point appears twice.

"... into pairs with overhand of 1 ..."
should be
"... into pairs with overhang of 1 ..."
or better yet
"... into pairs with offset of 1 ..."

Note from the Author or Editor:
into pairs with overhang of 1

In[236] and Out[236] don't make sense in the context of Section 5.11. I suggest they be removed.

Note from the Author or Editor:
remove stray code

Helper functions define ... for Sort and OrderQ, respectively, ...
should be
Helper functions define ... for Sort and Split, respectively, ...

In the definition

transform[XMLObject["Document"][decl_, content_, rest_]] := Module[{},XMLObject[type][decl, transform[content], rest]]

'type' should be replaced by '"Document"'

Out[191] seems to serve no purpose. Suggest removing it.

"Also see Recipe 2.12 in which I use it for a ..." should be "Also see Recipe 2.11 in which I use ListConvolve for a ..."
The section reference is not only problem; It is important to change "it" to "ListConvolve" because "it" has no unambiguous referent in the previous sentence.

"Recipe 1.5 ..." should be "Recipe 1.4 ..."

"... we use //. (ReplaceAll) ..." should be "... we use //. (ReplaceRepeated) ..."

classify[word_String /;
StringMatchQ[
word, {"and", "or", "nor",
"after," "although," "as," "because," "before," "how," "if," \
"once," "since," "than," "that," "though," "till," "until," "when," \
"where," "whether,", "while"}]] := conjunction[word]

This code will cause StringExpression::invld: error.
There are some typo like this ("after,") , and it should be ("after",).

f[p : Longests@PatternSequence[a,b]..,rest___] (*The longest repeated
sequence of a,b*)

"Longests" should be "Longest" mathematica function.

"Bar Char, 460" should read "Bar Chart, 460"

"You can visualize distributions using BinCounts and BarChar." should read "You can visualize distributions using BinCounts and BarChart."

(*Perform bitwise OR of two vectors.*)
bitvec /: BitOr[bitvec[n1_, l1_], bitvec[n2_, l2_]] :=
bitvec[BitAnd[n1, n2], Max[l1, l2]]

I run the code with some binary vector, and feel this code "bitvec[BitAnd[n1, n2], Max[l1, l2]]" may be "bitvec[BitOr[n1, n2], Max[l1, l2]]"

Please check it.

Note from the Author or Editor:
Yes, this is a cut and paste typo. Should be

bitvec /: BitOr[bitvec[n1_, l1_], bitvec[n2_, l2_]] :=
bitvec[BitOr[n1, n2], Max[l1, l2]]

Change "folllowing" to "following".

Michael Trott's last name is mispelled - you have "Trot", it should be "Trott".

There is a closing bracket missing in

g[{}] = x
g[l_] = f[First[l], g[Rest[l]]

which should read

g[{}] = x
g[l_] = f[First[l], g[Rest[l]]]

Change: "In[135]:= mySum[{1,2,3,4,5}]"
to: "In[135]:= mySum2[{1,2,3,4,5}]"

Reference to the programming language "Mathlab" should be to "MATLAB".

Change: "...debugger provide by Wolfram Workbench." to
"...debugger provided by Wolfram Workbench."

It's not the "first 100 primes." It's the primes in the first 100 positive integers. Count the frames, only 25 primes are identified.

Change the last sentence to:

"Here is a slick little demonstration borrowed from the Mathematica PrimeQ documentation for visually identifying the primes in the first 100 positive integers."

Change "last value of somePrime[500]." to
"last value of somePrimes[500]."

1.2^8 is 1.2*1.2*1.2*1.2*1.2*1.2*1.2*1.2
It is not 1.2*10^8 but this works 1.2*^8

Note from the Author or Editor:
Yes, this is a typo.

is: $MinPrecision, whose default value is minus infinity
should be: $MinPrecision, whose default value is 0

Note from the Author or Editor:
Yes, this is a mistake.

$MinPrecision, whose default value is 0.