= David Heath (probabilist)
{wiki=David_Heath_(probabilist)}
David Heath is a notable figure in the field of probability theory and financial mathematics. He has contributed to various areas, including stochastic processes and the application of probabilistic methods to finance. Heath is perhaps best known for his work on interest rate models, particularly in the context of term structure modeling and the Heath-Jarrow-Morton framework, which addresses the pricing of interest rate derivatives. His contributions have significantly influenced how financial instruments are priced and managed in the context of uncertain market conditions.
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