On a cold day close to christmas last December, I gave a lecture about “Differential Equations on Smooth Manifolds” for one of my classes.

When I finished the lecture and I looked at the chalkboard, I was so proud of myself that I just had to take a picture.

Professor: You would be a good math lecturer.

Sina: Sir, I would be a great math lecturer.

The most elegant theorem I’ve ever proven.

So much embedded information in such a simple expression. I wish I could tell you all about it.

“The exam will be open book.”

Many many years ago as an undergraduate mathematician, I heard whispers of a strange kind of calculus called Ito calculus that deals with random variables (regular calculus can’t be applied to random variables because random variables aren’t smooth, and also they’re random). Calculus really is the study of smooth things, so I couldn’t possibly imagine how one could do calculus on random things.

I remember reading the Wikipedia page and that it was no help. Google was no help either. So I let it be.

Then when I was working for the Ontario Ministry of Tourism I attended an econometrics conference, and I remember asking some PhD’s about Ito calculus. They had no idea what I was talking about. I accepted that I would never know what Ito calculus was.

Flash forward to today. Or last week. I finally (finally!) know what it’s about, and can actually do it myself!

And it’s just gorgeous.

The best part: I finally get to learn mathematics directly developed by my main man Richard Feynman. And how cool is it that the mathematics invented to understand randomness in quantum physics is used to understand risk in financial markets?
[A: super cool]

Math is funny like that.

So great!