Tuesday, November 11, 2008

Polishing My Intellectual Creds

I am proud to say that I regularly read a blog where there is currently a heated debate going on in the comments section about differential equations!

(Not that I understand a single word they are saying.)

Added: I think this pretty much sums it up:
Once I figured out how many beers were in a twelve pack, I pretty much gave up on dV = \left(\mu S \frac{\partial V}{\partial S} + \frac{\partial V}{\partial t}+ \frac{1}{2}\sigma^2 S^2\frac{\partial^2 V}{\partial S^2}\right)dt + \sigma S \frac{\partial V}{\partial S}\,dW.

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