Heath, David

Herron, J. Dudley, Kukla, David A, Schrader, Chfford, DiSpezio, Michael A., and Erickson, Juha Lee. Heath Chemistry. Lexington, MA D.C. Heath and Company, 1987. 

Hanson David J. 1995. The United States of America." In International Handbook on Alcohol and Culture, edited by Dwight B. Heath. Westport, Conn. Greenwood. 

We thank the Royal Society (UK) for a postdoctoral fellowship (GRM) and the University of Otago for a research grant. We are grateful to Michael Crawford for production of biological artwork, Jesse Gale for technical advice on radio-iodination of proteins, Drs Sarah L. Heath and David S. Larsen for helpful discussions, Drs Sally P.A. McCormick, Stephen Faulkner, and Wolfgang Mohr for critically reading this manuscript, Tanya K. Ronson for her help with the references and Dr Katie Heslop for additional help with manuscript production. 

David R. Rea of E. I. du Pont de Nemours and Company prepared the presentation summaries of Richard M. Gross, Allen Clamen, Elsa Reichmanis, and Lawrence H. Dubois. The summaries for the presentation of Mary L. Good, James R. Heath, Francis A. Via, and Kenneth A. Pickar were prepared by Ned D. Heindel. Andrew Kaldor wrote the summaries of the presentations by Venkat Venkatasubramanian, Michael Schrage, and Richard K. Koehn. 

A landmark development in the longstanding research into yield ciuve modelling was presented by David Heath, Robert Jarrow and Andrew Morton in their 1989 paper, which formally appeared in volume 60 of Econometrica (1992). The paper considered interest-rate modelling as a stochastic process, but applied to the entire term structure rather than only the short-rate. The importance of the HJM presentation is this in a market that permits no arbitrage, where interest... 

David Heath, Robert Jarrow, and Andrew Morton, Bond Pricing and the Term Structure of Interest Rates A Discrete Time Approximation, Journal of Financial and Quantitative Analysis 25 (1990), pp. 419—440 Contingent Claim Valuation with a Random Evolution of Interest Rates, Review of Futures Markets 9 (1990), pp. 54-76 Bond Pricing and the Term Structure of Interest Rates, Econometrica 60, no. 1 (1992), pp. 77-105. 

Graham A. HEATH and David G. HUMPHREY Research School ofChenristry Australian National University G.P.O.BOX4 Camberra ACT 2001 Ai/sfrafis... 

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