diff --git a/lectures/monte_carlo.md b/lectures/monte_carlo.md
index 9f66c229..4eb65b8a 100644
--- a/lectures/monte_carlo.md
+++ b/lectures/monte_carlo.md
@@ -342,7 +342,7 @@ 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 $n$.
 
@@ -554,7 +554,7 @@ 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:
 
 $$