176 reputation
5
bio website bachelierfinance.org
location United States
age 45
visits member for 2 years, 9 months
seen Oct 17 at 14:24

Worked in a lot of quant areas


Mar
18
comment Correlation matrix from Covariance matrix
Thanks, I fixed that now.
Mar
18
revised Correlation matrix from Covariance matrix
fixed to include square root
Feb
17
awarded  Critic
Feb
17
comment How to show that for $|x|<1$, $1+2x+3x^2+\cdots=\frac1{(1-x)^2}$?
Definitely untrue for certain values of $n$ and $x$
Feb
12
answered Correlation matrix from Covariance matrix
Mar
22
awarded  Editor
Mar
22
revised Dirac Delta function
deleted 3 characters in body
Mar
22
comment Dirac Delta function
@Carl: Agreed. The original dirac delta was a limit of gaussians, defined in such a way. It is possible to define a point mass functional as a limit of 1-sided kernels as well. I think of these things in functional analytic terms: the $\delta$ defines a functional taking $f$ to its value at the location of the point mass. A limit of even functions is an odder beast, taking $f$ to $f(0)/2$ if the point is on the boundary and $f(0)$ or $0$ otherwise. Note that defining $\delta(x)$ as a limit of even functions has the annoying property that $\int_{(-\infty,0)} f(x) \delta(x) dx = f(0)/2$.
Mar
22
answered Dirac Delta function
Feb
27
answered Is this function convex?
Feb
27
answered How to solve a multiple variable linear equation
Feb
24
comment Direct proof that $\pi$ is not constructible
If there were such a direct proof wouldn't we have seen far fewer cranks trying to square the circle in the last century or so?
Feb
19
awarded  Teacher
Feb
17
answered Line integration in complex analysis
Feb
15
comment Are sines of primes dense in $[-1,1]?$
On distributional principles it sure seems true. Very cool question.
Feb
13
answered Looking for a proof that the number of non-zero derivatives of a polynomial $f(x)$ is equal to the number of its roots
Jan
19
awarded  Supporter
Jan
18
awarded  Autobiographer