[monte_carlo] Fix numbering in European call option list (#744)

* Fix numbering in European call option list

Corrects the ordered list numbering in the European call options section.

* Fix grammar: appealing to → appeal to

Per Humphrey's review comment.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>

---------

Co-authored-by: Humphrey Yang <39026988+HumphreyYang@users.noreply.github.com>
Co-authored-by: John Stachurski <john.stachurski@gmail.com>
Co-authored-by: Claude Opus 4.7 (1M context) <noreply@anthropic.com>

Author: 4 people

lectures/monte_carlo.md

@@ -343,7 +343,7 @@ Now let's price a European call option.
 
 The option is described by three things:
 
-2. $n$, the **expiry date**,
+1. $n$, the **expiry date**,
 2. $K$, the **strike price**, and
 3. $S_n$, the price of the **underlying** asset at date $n$.
 
@@ -561,7 +561,7 @@ distribution of $S_n$.
 
 So to compute the price $P$ of the option, we use Monte Carlo.
 
-We average over realizations $S_n^1, \ldots, S_n^M$ of $S_n$ and appealing to
+We average over realizations $S_n^1, \ldots, S_n^M$ of $S_n$ and appeal to
 the law of large numbers:
 
 $$