Dudley Fairman Heath

Dudley Knox Library

The Heath - Jarrow - Morton Framework

The Heath-Jarrow-Morton framework refers to a class of models that are derived by directly modeling the dynamics of instantaneous forward-rates. The central insight of this framework is to recognize that there is an explicit relationship between the drift and volatility parameters of the forward-rate dynamics in a no-arbitrage world. The familiar short-rate models can be derived in the HJM fram...

Importance Sampling in the Heath-jarrow-morton Framework Importance Sampling in the Heath-jarrow-morton Framework

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Review of Journal of Cardiovascular Magnetic Resonance 2012 Dudley

There were 90 articles published in the Journal of Cardiovascular Magnetic Resonance (JCMR) in 2012, which is an 8% increase in the number of articles since 2011. The quality of the submissions continues to increase. The editors are delighted to report that the 2011 JCMR Impact Factor (which is published in June 2012) has risen to 4.44, up from 3.72 for 2010 (as published in June 2011), a 20% i...

The Late Surgeon J. Heath, A.M.S.

Dr. Heath accompanied a party sent from Mandalay, on January (Jth, to reinforce Fort Sagaing. While walking down from the Fort to the boats with Major Smyth, R.A., and Lieutenant Armstrong, the party were fired on by some Burmese in ambuscade. Lieutenant Armstrong was severely wounded in the jaw, and fell. Surgeon Heath, lifted him up, and was carrying him out of the way, when he was himself sh...