R help - Aug 2007 - a question about d F(x, y; rho) / d rho = f(x, y; rho)

Hello,

My name is IKJIN LEE and I am studying in University of Iowa.
Recently, I have been trying to prove the fact d  F(x, y; rho) / d rho = 
f(x, y; rho),
but I could not. In the mean time, I found that Professor S. Le Cessie
from Netherlands kindly gave you an elegant proof of
d  F(x, y; rho) / d rho = f(x, y; rho).
If you don't mind, can I know the proof?


IKJIN LEE