In this lecture, we finish our coverage of discrete-time financial modeling in which the passage of time is measured over distinct and separate intervals (ranging from seconds to days, months, or even years), and consider financial modeling in the more realistic continuous-time framework in which the passage of time occurs over infinitesimally small time intervals.  Hull's "Wiener Processes and Ito's Lemma" textbook chapter (the teaching note for which is available at http://fin4366.garven.com/spring2024/lecture10.pdf) is named after the two math/stat-based methods required to understand continuous-time finance, particularly the groundbreaking (and Nobel prize-winning) Black-Scholes-Merton model, which revolutionized the pricing of options and derivatives.