Infectious Defaults

miguelf · December 6th, 2002, 9:34 am

Hi, I am having trouble finding a copy of "Infectious Defaults", by David & Lo. I was wondering if anybody could suggest a link where it may be posted. Thanks a lot.

GrahamfromWiley · December 6th, 2002, 10:56 am

"Infectious defaults" by Mark Davis (note, not David) and Violet Lo is in the IoP's new e-journal "Quantitative Finance" vol.1 (No 4 July 2001) pp.382-387Link to paper is here:http://www.iop.org/EJ/S/UNREG/hAkaOqNXz ... 4f2.pdfBut unless you're a subscribing institution you'll need to buy it online for £18.00/US$30.00

FDAXHunter · December 6th, 2002, 11:00 am

If you buy it, would you possible send it to me as well? Only if you want.Cheers.

miguelf · December 6th, 2002, 11:07 am

Thanks a lot. Will try to retrieve it. M.

David · December 8th, 2002, 5:47 pm

There is a very similar article of the exact method used by the same authors that can be downloaded here.My sincere apologizes for the confusion I may cause to Graham, but in this case, I think members of this forum (at least the students) shouldn't pay the full amount for a 6 pages article.

miguelf · December 8th, 2002, 7:31 pm

Thanks for the thread. defaultrisk is a great source, but I had missed this one completely

Jet · December 9th, 2002, 11:21 am

Here!