The attached file has some corrections to the 3rd printing of my book, discovered while teaching a course from it last fall at the Courant Institute NYU.

World Scientific is going to reprint my book again, since the earlier two printings are almost sold out. The book title is “Quantitative Finance and Risk Management, A Physicist’s Approach”.

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:

http://iafe.org/html/resources_books.php

[edit] The 3rd printing is done.

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