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Help finding an article

Barnett

MFE alum
Joined
1/23/07
Messages
20
Points
11
HELP!

Do you have access to the Journal of Fixed Income? I'm looking for this article: "On Default Correlation: A Copula Function Approach" by DAVID X. LI in the March 2000 issue of Journal of Fixed Income. Thank you!
 
here you go

plz find the attachment

I hope this helps...


see you on Monday.

Anshul
 

Attachments

  • default_correlation.pdf
    119 KB · Views: 23
Anshul, Baby, I take back everything I've said about you. Come back from London - all is forgiven.
 
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