As Grandpa Grumpuss pointed out in a recent poast of his, MAFF can get PRETTY DAMN WEIRD at times. He went out there on TEH INNARWEBZ and found a video of a maths professor talking about the hardest class in the subject he had ever taken. And, if you watch the video itself – it is not very long – you will understand why:

I took four years of MAFF in college. I never ended up doing algebraic topology, because most of my studies were along the lines of applied, or at least applicable, mathematics in the field of economics. But, I did do a fair amount of real analysis, optimisation theory, graph theory, linear algebra, calculus, and so on.

Nothing I EVER saw during my time in college was anything like THAT weird…

… except for one subject:

Stochastic Calculus.

Even looking at those words gives me the heebie-jeebies. The entire field of stochastic calculus is seriously hard, because it essentially involves differentiating and integrating fractal functions.

Ah hell, I’m going to have to explain fractal functions, aren’t I?

You can create a fractal quite easily. Take a straight line. Put a kink in it at the midpoint, so you have a Z now. Then, replace the straight segments of that Z with smaller Z objects. And keep doing that infinite times, for progressively smaller line segments. You will, at the end of it all, have a fractal representation.

As a function, this object is everywhere continuous – and nowhere differentiable. It is so irregular that you simply cannot calculate a derivative, because it is too “rough”, to use a very crude term.

That has not stopped people from trying to figure out how to do it, of course. And that whole field of stochastic calculus happens to have some very potent applications in the field of financial mathematics, where you have to figure out how to price derivatives.

If you REALLY want to make your head hurt, go lookup Paul Wilmott‘s videos on TEH YOOTOOBZ on the subject of basic financial mathematics. However, I warn you, afterwards, your brain will look like this:

All I can say is, mathematics is actually a lot of fun, as a subject, if you are of a particular mindset and mentality. (Read: YOU’RE NUCKING FUTS.) Which is probably why I did an undergraduate degree in some of it, and then did a Master’s degree in more of it, and then ended up working in fields involving a lot of MAFF in various ways.

And I STILL don’t understand it.