Suggested Errata for Musiela and Rutkowski (2005) “Martingale Methods in Financial Modelling”

I worked through most of this book when studying for MATH5985 “Term Structure Modelling” at UNSW. The attached document lists some potential typos/inconsistencies in the notation of the 2005 printing.



Musiela, Marek and Marek Rutkowski (2005) Martingale Methods in Financial Modelling: Springer

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