Pricing inflation-linked bonds

P Falbo, FM Paris, C Pelizzari - Quantitative Finance, 2010 - Taylor & Francis
… We are grateful to Professor Paris for his original idea concerning this work. His example of
strength with untold suffering is evidence that everything in our life is pure gift. We would like …

Deposit guarantee evaluation and incentives analysis in a mutual guarantee system

ME De Giuli, MA Maggi, FM Paris - Journal of Banking & Finance, 2009 - Elsevier
This paper analyzes how the deposit guarantee value affects the risk incentives in a mutual
guarantee system. We liken the guarantee’s value to that of a European-style contingent …

A compound option model to value moral hazard

FM Paris - The Journal of Derivatives, 2001 - pm-research.com
Introduction and adoption of new derivative structures can be greatly influenced by
government regulation at several levels. The insurance industry in the US, for example, faces …

Selecting an optimal portfolio of consumer loans by applying the state preference approach

FM Paris - European journal of operational research, 2005 - Elsevier
Internal models like CreditMetrics and KMV, implemented by banks to manage credit risk
and assess regulatory capital, are significant examples of how practitioners apply modern …

[PDF][PDF] Parametrization of the deuteron wave function of the Paris NN potential

M Lacombe, B Loiseau, RV Mau, J Cote, P Pires… - Physics Letters …, 1981 - hal.in2p3.fr
… ful, we present here an algebraic parametrization of the Paris-potential deuteron wavefunction,
in both configuration and momentum spaces. It is appropriate to parametrize the radial …

A theoretical analysis of alternative approaches to financial regulation

FM Paris - European Financial Management, 2000 - Wiley Online Library
This paper studies alternative regulatory approaches within the framework of intermediaries’
capital requirements, one of the cornerstones of modern financial regulation. The basic …

[PDF][PDF] Pricing mutual bank deposit guarantees

ME De Giuli, MA Maggi, FM Paris - Proceedings of the Tenth …, 2003 - academia.edu
The pricing of bank deposit insurance is the starting point in understanding how the design
of a depositorsG protection system can impact on the risk taking attitude of banks and on the …

[BOOK][B] FM 2012: Formal Methods: 18th International Symposium, Paris, France, August 27-31, 2012. Proceedings

D Giannakopoulou, D Méry - 2012 - books.google.com
FM 2012 was the 18th in a series of symposia organized by Formal Methods Europe, an
independent association whose aim is to stimulate the use of, and research on, formal methods …

Separable representation of the Paris nucleon-nucleon potential

J Haidenbauer, W Plessas - Physical Review C, 1984 - APS
… separable representations of the Paris potential and discuss their on-… Paris model can be
considered as a realistic description of the NN force at least for internucleon separations r &0.fm

Role of soil insecticides in reducing fruit-fly infestation.

SE El-sawy, A Maher Ali, FM Paris, MA Ezzat - 1965 - cabidigitallibrary.org
The persistence of dieldrin in orchard soil and its effectiveness against pupae of Ceratitis
capitata (Wied.), which occur in the soil mostly within about 3 cm of the surface, was …