University of Sheffield, MAS352/MAS452/MAS6052 - Stochastic Processes and Financial Mathematics

Noteworthy typos that have been found and fixed:

Sec 1.2.1 - fixed R and R^2 being the wrong way around in the bullet points
Sec 1.7 - fixed some dy that should be d\theta
Q1.1b - fixed pdf, also in solution
Q1.7 - fixed calculation in solution
Q2.1 - fixed Rmd solutions file
Q3.2 - swapped parts (a) and (b) around slightly (not a typo - I wanted to make the question better linked to the lectures)
Q3.4 - added this question, which changes the numbering of later 3.x questions
Sec 4.5 - fixed first paragraph
Q4.7 - fixed Weibull parametrization, and also in solution
Sec 5.3 - fixed minor typos inside the 'Alice and Bob' proof
Ex 5.3.4 - fixed some sign errors
Sec 7.2 - fixed 1/2 that should have been 1, in the last paragraph
Ex 7.2.3 - fixed <1 that should be an <a
Q7.2 - fixed theta that should have been p, in (b) specified that the number of trials is fixed
Sec 8.3 - corrected note on using random walk MCMC versus the range of the parameter space
Eqs (8.1), Ex 8.2.4, Q8.6 - fixed a Y and Q that were the wrong way around, in formulae for alpha
Reference sheets (Appendix A) - fixed mean of Gamma and Pareto distributions
Reference sheets (Appendix A) - fixed Weibull parametrization, in pdf and in conjugate pair with Gamma
Reference sheets (Appendix A) - fixed a TeX error (the limits of the second summation) in the Beta-Binomial conjugate pair