Negative probabilities - Can we have negative payments in bonds?
I heard in a lecture at my university, that measure theory is applied in finance. This field also operates with negative probabilities a lot.

Anyways, I don't see the practical intuition behind using negative probabilities in a bond-pricing model. You can check this article by Burgin and Meissner: Negative Probabilities in Financial Modeling (Wilmott Magazine March 2012).

I think you should migrate your question to Quant SE.