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David Heath | |
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Born | Oak Park, Illinois, U.S. |
Died | 11 August 2011 Penfield, New York, U.S. | (aged 67–68)
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 |
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.