I've recently been looking into the Heston model, and concepts like complex variable functions, Fourier transforms, characteristic functions, and inverse Fourier integrals have really blown my mind. Imaginary numbers, complex planes, sine waves, cosine waves, frequency, convolution—it's a lot to take in. I've made quite a bit of progress in my understanding of probability theory lately. I even bought a textbook to systematically review the material. And occasionally, I flip through Derman's discussions on stochastic volatility models; what seemed like complex formulas back then now feel refreshingly cute.