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Total Posts: 5233
Joined: Mar 2004
Posted: 2022-03-03 13:42
I suppose many of you heard yesterday morning but probably makes sense to note Peter’s passing here. I suppose I met Peter back in maybe the late 90’s in and around various university’s colloquia? I certainly remember spending time with him later on at MS, on the desk or in the dining room, usually all business, noodling through different quant problems. Lost touch a bit when he headed back to academia. Very sad. Too young. Certainly contributed a lot to the field and the thinking. RIP

Русский военный корабль, иди на хуй!


Total Posts: 137
Joined: Dec 2007
Posted: 2022-03-03 14:19
I was emailing with Peter still on January 27th about his latest research interest. Several days later, beginning of Feb, I received an email from NYU stating that Peter will be out of offie until further notice. That didn't bode well of course, but I had no idea it was so serious. The news yesterday was a great shock.

He was a very kind person. The fact that he, a quant finance great, took the time to speak to me, a nobody, on quite a regular basis is further evidence that he treated everybody equally.


No vanna, no cry


Total Posts: 1458
Joined: Jun 2004
Posted: 2022-03-03 17:39


Total Posts: 913
Joined: Jun 2004
Posted: 2022-03-03 17:42
I saw him a few years ago and he remembered a conversation I had with him at a conference that was organized to celebrate Dilip Madan turning 65 at UMD about FX smile adjustments.

Great guy and always enjoyed chatting with him.

NP House Mouse

Total Posts: 2649
Joined: Jun 2004
Posted: 2022-03-03 17:53
It was such a sad news, Peter was always so nice to everyone. I met him last time in person at Protter's 70 years birthday seminar a couple of years back at Columbia, chatted with him a bit, and he was trying to help another gentleman who just lost his job...

RIP, Peter.


Total Posts: 328
Joined: Apr 2005
Posted: 2022-03-04 02:45
So sad when I heard this.
His enthusiasm and passion for the subject were infectious.

A few memories: years ago he was in the audience at one of my earliest presentations at an event.
The highlight of the event for me was just seeing him in the audience!
But he was genuinely interested, asked a few questions and then wanted to carry on discussing after.
I was amazed. I was a nobody in academic terms back then (or even now). He was just a genuinely sincere and insatiably curious.

Since then, he asked me to a few NYU events and our paths intersected over the years at events.

Another one was a few years ago. Again he was in the audience, this time at an AI event. There was a debate about how AI taking over finance.
He theatrically pulled out his iPhone and said “hey Siri, find me a restaurant that is not Macdonald’s” and held the phone up for the audience to hear the response.
His point: if apple can’t differentiate “not” in a sentence, we’re safe for a few years.
It settled the discussion quickly.
(Try it! I still don’t think Siri can process the “not” correctly!)

He was one of the good guys.
A true gentleman. RIP

For info: I’m aware of talk of an event in early June in his honour (at Tandon and supported by the quant societies)
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