Biography - David Heath
Biography - David Heath
May 1999
David Heath received his Ph.D. in mathematics from the University of
Illinois in 1969. He has taught at the University of Minnesota,
Cornell University, Universite Louis Pasteur, University of California
at Berkeley, and is currently the Orion Hoch Professor at Carnegie
Mellon University. He began working in finance in 1977, and is
co-developer (with Robert Jarrow and Andrew Morton) of the HJM
framework for interest rate models. He currently serves as
an independent director for Lehman Brothers Financial Products and
Lehman Brothers Derivative Products and as a Fellow of the
PriceWaterhouseCoopers Risk Institute.
File translated from TEX by TTH, version 1.94.
On 10 May 1999, 10:50.