Just in case anyone is ¡­

Just in case anyone is interested in the finance bits and pieces on the mathematics of finance: Wikipedia's articles on the Ito formula and Black-Scholes give you a brief overview of the mathematical tools. Oh by the way: I should have mentioned that the comments on LCTM included a grossly exaggregated sarcasm.

To those of you who were not attending today's lecture: no, the above is absolutely not relevant to this course's curriculum, it was rather an anecdote on differential equations, before we start on something completely different on Wednesday.