Egor Kraev's Homepage
  Corrections to the first edition of the book
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VC++ 2003
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  Pointed out by Dr. Paul Wesson, Daniele De Francesco, Egor Kraev and Robert Demming

Chapter 3

p. 26, 5th line from bottom: " the class starts indexing at zero and hence a vector of length 10" (corrected in 2005 edition)

Chapter 7

p.78, last line: "On the other hand" (corrected in 2005 edition)

Chapter 8

p.100, line 4: "and Cj has" (corrected in 2005 edition)

Chapter 10

p. 120, eq. 10.1, line 5: (corrected in 2005 edition)

Chapter 11

p. 135, eq. 11.12, first line:


(corrected in 2005 edition)

p. 135, eq. 11.13, middle line: "Theta=1, implicit Euler" (corrected in 2005 edition)

p. 137, last line: "for the case 11.12 as follows" (corrected in 2005 edition)

p. 138, eq. 11.26:

p. 138, the first sentence after eq. 11.26 should read "In the final case coth(x) is the hyperbolic co-tangent function"

p. 140, top: "In general, with extrapolation methods we say what accuracy we desire" (corrected in 2005 edition)

p. 144, line 7 of Section 11.11: "A SDE is like an extension to an ODE" (corrected in 2005 edition)

Chapter 12

p. 146, first equation:


(corrected in 2005 edition)

p.146, eq 12.3:


(corrected in 2005 edition)

p.148, line 5: "For Xj when j=0" (corrected in 2005 edition)

p.151, eq. 12.17, last line: "X(0)=X0" (corrected in 2005 edition)

Chapter 13

p. 156, eq. 13.3, last line:


(corrected in 2005 edition)

Chapter 29

p.365, line 7 of code listing should read
Excel::RangePtr pRange=range->pdispVal;
(a . replaced by a -> )