David Heath (probabilist)
David Clay Heath (~1943 – 11 August 2011) was an American probabilist known for co-inventing the Heath–Jarrow–Morton framework to model the evolution of the interest rate curve.
David Heath | |
|---|---|
| Born | Oak Park, Illinois, U.S. |
| Died | 11 August 2011 (aged 67–68) Penfield, New York, U.S. |
| Nationality | American |
| Alma mater | Kalamazoo College (BA) University of Illinois Urbana–Champaign (PhD) |
| Spouse | Judith Heath |
| Children | Kelley, Michael, Susan |
| Scientific career | |
| Fields | Probability Theory, Econometrics |
| Institutions | University of Minnesota Cornell University Carnegie-Mellon University |
| Doctoral advisor | Frank Bardsley Knight |
| Doctoral students | Martin Kulldorff |
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