We are  posting errata on this page
  1. Page 33. Third displayed equation and text should be:
  2. Page 33. Fourth displayed equation, and sentence that follows should read: 
  3. Page 36. First sentence in paragraph preceding 2.3.1 should read: In later chapters we show how trading algorithms are built to either take advantage of informational advantages or to adjust the depth at which LOs are posted to recover losses from trading with more informed traders.
  4. Page 37: the \Delta_a in F(\Delta_a) in the denominator should be \Delta_b. This is the right equation
  5. Pages 110-111. The equations should be
  6. In the exercises of Chapter 6 the liquidation penalty has the same typo in
    three places. The penalty is not 'minus'
    it should be 'plus'
    The typos appear in first displayed equation in E.6.1, and equations (6.41) and (6.47)

  7. Page 175. There is a minus sign missing in equation (7.22) . The equation should be:

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 Equation/figure/table number:
 The error is:

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