Pricing inflation-linked bonds

P Falbo, FM Paris, C Pelizzari - Quantitative Finance, 2010 - Taylor & Francis
This paper proposes a pricing model for inflation-linked bonds. Our proposal is developed
starting from a Vasicek model of the instantaneous inflation rate process and the Cox, …

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 …

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 …

The risk of upper gastrointestinal bleeding in elderly users of aspirin and other non-steroidal antiinflammatory drugs: the role of gastroprotective drugs

A Pilotto, M Franceschi, G Leandro, F Paris… - Aging clinical and …, 2003 - Springer
Background and aims: Although the administration of gastroprotective drugs may reduce the
risk of gastrointestinal (GI) bleeding due to intake of non-steroidal anti-inflammatory drugs (…

Neuropsychiatric symptoms and functional status in Alzheimer's disease and vascular dementia patients

…, M Copetti, L Cascavilla, F Paris… - Current Alzheimer …, 2012 - ingentaconnect.com
Neuropsychiatric symptoms (NPS) are increasingly recognized as common in patients with
dementia, both of degenerative (Alzheimer’s disease, AD) or vascular origin (vascular …

Development and validation of a multidimensional prognostic index for one-year mortality from comprehensive geriatric assessment in hospitalized older patients

…, C Scarcelli, L Cascavilla, F Paris… - Rejuvenation …, 2008 - liebertpub.com
Our objective was to construct and validate a Multidimensional Prognostic Index (MPI) for 1-year
mortality from a Comprehensive Geriatric Assessment (CGA) routinely carried out in …

The Multidimensional Prognostic Index (MPI), based on a comprehensive geriatric assessment predicts short-and long-term mortality in hospitalized older patients …

A Pilotto, D Sancarlo, F Panza, F Paris… - Journal of …, 2009 - content.iospress.com
Aim of this study was to evaluate the usefulness of a Multidimensional Prognostic Index (MPI)
based on a Comprehensive Geriatric Assessment (CGA) for predicting mortality risk in …

[HTML][HTML] Comparison of four proton pump inhibitors for the short-term treatment of esophagitis in elderly patients

…, C Scarcelli, LP D'Ambrosio, F Paris… - World Journal of …, 2007 - ncbi.nlm.nih.gov
AIM: To compare efficacy and tolerability of four proton pump inhibitors (PPIs) commonly
used in the short-term therapy of esophagitis in elderly patients. METHODS: A total of 320 …

Clinical features of reflux esophagitis in older people: a study of 840 consecutive patients

…, D Seripa, F Perri, V Niro, F Paris… - Journal of the …, 2006 - Wiley Online Library
Francesco Perri and Angelo Andriulli—endoscopic diagnoses, acquisition and interpretation
of data. Francesco Di Mario—study concept and design and interpretation of data. All …