256 reputation
15
bio website bachelierfinance.org
location United States
age 45
visits member for 2 years, 11 months
seen Dec 15 at 4:14

Worked in a lot of quant areas


Dec
3
revised A function that is not a derivative
simple should have been elementary
Dec
3
comment A function that is not a derivative
Good catch, Matthew, and so edited.
Dec
2
awarded  Yearling
Dec
2
answered A function that is not a derivative
Nov
20
comment Preparing for Spivak
I'll never forget all the time I spent figuring out one of Spivak's problems: finding the antiderivative of $\sqrt{\tan(x)}$. Nowadays, Mathematica gets that one automatically.
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.