The attached file specifies a few typos that will be corrected in the 3rd printing, the titles of several new brief sections that were added, and page numbers for minor changes/additions. My earlier blog post on June 6, 2006 4:37 PM has the errata page for the 2nd printing, plus some Wilmott URLs for discussions of the book.
The IAFE (International Association of Financial Engineers) has the book on its suggested derivatives books resource list:
 The 3rd printing is done.
Also, attached is a one-page typo list for the 1st printing (hit the “download” button and if necessary refresh the screen). These typos were corrected in the current 2nd printing.