David Heath (probabilist)

David Heath
Born
Died11 August 2011(2011-08-11) (aged 67–68)
NationalityAmerican
Alma materKalamazoo College (BA)
University of Illinois Urbana–Champaign (PhD)
SpouseJudith Heath
ChildrenKelley, Michael, Susan
Scientific career
FieldsProbability Theory, Econometrics
InstitutionsUniversity of Minnesota
Cornell University
Carnegie-Mellon University
Doctoral advisorFrank Bardsley Knight
Doctoral studentsMartin 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.