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Dive into the research topics where Gennaro Olivieri is active.

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Featured researches published by Gennaro Olivieri.


Archive | 2015

Derivatives and Usury: The Role of Options in Transactions Used to Act in Fraud of the Law

Emilio Barone; Gennaro Olivieri

The search for derivative contracts with complex features can also be explained as the market’s attempt to elude the restrictions imposed by the law on money loans. This is an undesirable effect of anti-usury rules. It can be added to the one mentioned by Montesquieu and Adam Smith, who pointed out that usury increases with the severity of the prohibition, since the lender indemnifies himself for the risk he runs of suffering the penalty.In this paper we look at some of the ways in which derivative contracts can be used to circumvent anti-usury provisions and conceal money loans made at exorbitant rates.After examining the simplest cases, we will consider more complex contracts, such as swaps with embedded options, which are often used in dealings between banks and municipalities. Our thesis is that, in all these cases, in order to detect usury, we have to calculate the contracts’ option-adjusted yields.


Archive | 2018

TAEG e usura: calcolo ex ante ed ex post

Gennaro Olivieri; Paola Fersini


Archive | 2018

Elementi di Matematica Finanziaria

Paola Fersini; Gennaro Olivieri; Giuseppe Melisi; Chiara Crenca; Mariaelisa Pelle


Archive | 2017

Matematica Finanziaria: Corso di laurea in Economia e Management LUISS Guido Carli

Paola Fersini; Gennaro Olivieri; Giuseppe Melisi; Marielisa Pelle; Chiara Crenca


Archive | 2017

Analisi del mercato assicurativo R. C. auto per il settore V – Motoveicoli: distorsioni di pricing a seguito dell’introduzione del sistema di indennizzo diretto

Gennaro Olivieri; Giuseppe Melisi; Paola Fersini; Salvatore Forte; Chiara Crenca


Archive | 2017

Previdenza complementare: proiezioni di lungo periodo nell’ottica dell’analisi di sostenibilità

Gaia Barone; Paola Fersini; Salvatore Forte; Giuseppe Melisi; Gennaro Olivieri


Archive | 2015

Sull'"Anatocismo" nell'ammortamento francese

Paola Fersini; Gennaro Olivieri


Archive | 2015

Il debito previdenziale pregresso nelle Casse privatizzate

Paola Fersini; Gennaro Olivieri; Laura Brusco; Giuseppe Melisi


International Journal of Accounting and Financial Reporting | 2014

The Interest Cost Calculation Under IAS 19 When Discounting with a Yield Curve

Gennaro Olivieri; Paola Fersini


Archive | 2009

Derivati e usura: l’utilizzo delle opzioni nella costruzione di negozi in frode alla legge

Gennaro Olivieri; Emilio Barone

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Paola Fersini

Libera Università Internazionale degli Studi Sociali Guido Carli

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Emilio Barone

Libera Università Internazionale degli Studi Sociali Guido Carli

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Gaia Barone

Libera Università Internazionale degli Studi Sociali Guido Carli

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