wilmott.com

Peter Carr a giant in our profession has passed away.
A great teacher, kind and with huge enthusiasm for his subject.

Those words are all true. Very sad and way too soon.

He even made some contributions on this forum, lightly camouflaged as PutorCall (I’m not revealing any secrets here, as can be verified with the search function).

Shocking and very sad news. There are many stories about his kindness and helpful manner at the 
 NYU Tandon, Finance & Risk Engineering Department: Overview | LinkedIn thread. 

Those are shocking and sad news, it's hard to comprehend and accept it. 
On a personal note I consider myself a remote student of Peter (first project in finance was based on his papers), and I feel privileged that I had a chance to interact with him on different projects later. The prayers and thoughts are with his family 

He never stopped thinking! And discussing quant finance. I can't imagine him relaxing. He had a great talent for not letting on that he thought you were talking rubbish!

Peter P. Carr

"Dr. Peter P. Carr of Brooklyn, New York died peacefully on March 1, 2022 at New York-Presbyterian Brooklyn Methodist Hospital following complications from an internal hemorrhage. He was 63 years old."

"In lieu of flowers, please direct donations in Peter's memory to the National Museum of Mathematics"

"Peter was born in Toronto, Canada, the eldest of the three sons of Larry and Livia Caruana."

I always wanted to ask him why he abandoned his historical and famous name Caruana.

RIP

The memorial service took place in Brooklyn (and on Zoom) today. A large number of tributes were offered, to the point of basically running out of time. There was not really a Graham Chapman moment, but it is possible that for the first time in a such a service, the phrase “negative probabilities” was uttered.