The models described in the chapters that follow are the outcomes of analytical thinking, of the manipulation of equations, and sometimes of geometric reasoning. They are underpinned by sophisticated economic thinking, and sometimes by advanced mathematics, but computationally they are not overwhelmingly complex. The Black-Scholes-Merton model of option pricing, for example, yields as its central result a differential equation (the "Black-Scholes equation" equation 1 in appendix D) that has no immediately obvious solution but is nevertheless a version of the "heat" or "diffusion" equation, which is well known to physicists.

Donald MacKenzie, An Engine, Not a Camera, loc. 41