Errata
The errata list is a list of errors and their corrections that were found after the product was released.
The following errata were submitted by our customers and have not yet been approved or disproved by the author or editor. They solely represent the opinion of the customer.
Color Key: Serious technical mistake Minor technical mistake Language or formatting error Typo Question Note Update
Version | Location | Description | Submitted by | Date Submitted |
---|---|---|---|---|
Page 333 bottom paragraph |
The call to scipy is written incorrectly. It should be scipy.optimize.minimize, and the importation should be from scipy import optimize. |
Christopher Pimentel | Mar 05, 2021 | |
Printed | Page 435 bottom |
data.ix[-1] / data.ix[0] - 1 |
Yuntaek Pae | Jul 05, 2020 |
Printed | Page 432 bottom |
trace = pm.sample(100, tune = 1000, start = start, |
Yuntaek Pae | Jul 05, 2020 |
Printed | Page 404 Bottom |
sm.qqplot(log_returns.flatten()[::500], line = 's') |
Yuntaek Pae | Jul 05, 2020 |
Printed | Page 1 403 |
In the code below |
Yuntaek Pae | Jul 05, 2020 |
342 BAYES’S FORMULA Calculation |
The calculation of the normalizing constant is incorrect. Rather than: |
Anonymous | Jan 28, 2018 | |
Printed | Page 53 Middle of page, vega = s0... |
Believe the cdf function should be changed to the pdf function as highlighted below: |
Anonymous | Aug 10, 2017 |
Printed | Page 325 last paragraph |
"σij = σji = E(ri – μi)(rj – μj))" lacks one parenthesis: E((ri – μi)(rj – μj)) |
Jose Luis Fernandez Barros | Jan 03, 2017 |
Printed | Page 324 last paragraph |
Quotation mark in "“In what follows, we assume that an investor is not allowed to set up short positions in" opens but never closes. |
Jose Luis Fernandez Barros | Jan 03, 2017 |
Printed | Page 171 2nd paragraph |
Book reference: |
Jose Luis Fernandez Barros | Jan 03, 2017 |
Printed | Page 116 1st paragraph |
Line "but rather access the two data subsets separately (y[:, 0] and y[:, 0]), which allows" shuld say "... (y[:, 0] and y[:, 1])...". |
Jose Luis Fernandez Barros | Dec 21, 2016 |
in references section of Chapter 16 | just a nit, but... |
John Aiello | Dec 03, 2015 | |
ePub | Page 91 bsm_vega |
d1 in the definition of bsm_vega is incorrect (dimensional analysis suffices to confirm this) and should be the same as d1 as defined for bsm_call_value. |
Anonymous | Oct 28, 2014 |
PDF, ePub, Mobi | United Kingdom | Where do we find the source code for the book or the iPYNB Notebooks Pyhton for Finance - Yves Hipisch. |
Amit Nandi | Sep 28, 2014 |
PDF, ePub | Page 108 United Kingdom |
bsm_call_imp_vol as defined shows poor convergence compared to scipy.optimize.fsolve and does not allow early exit in the cases where it does converge. The Newton-Raphson method is understood to converge quickly if at all. |
Anonymous | Aug 15, 2014 |
PDF, ePub | Page 107 United Kingdom |
Formulae for d1 and vega are incorrect |
Jonathan Coe | Aug 15, 2014 |
Mobi | Page 44 United States |
In the section "Writing a Python function without saving it", the first code example given |
Anonymous | May 18, 2014 |
ePub | Page 17 - 18 3rd paragraph |
Incorrect Formula - ST = S0 * exp ( r * T + sigma * sqrt ( T ) * z ) |
Anonymous | May 05, 2014 |