Invasive pulmonary aspergillosis in patients with decompensated cirrhosis: case series

BACKGROUND: Opportunistic invasive fungal infections are increasingly frequent in intensive care patients. Their clinical spectrum goes beyond the patients with malignancies, and for example invasive pulmonary aspergillosis has recently been described in critically ill patients without such condition. Liver failure has been suspected to be a risk factor for aspergillosis. CASE PRESENTATION: We describe three cases of adult respiratory distress syndrome with sepsis, shock and multiple organ failure in patients with severe liver failure among whom two had positive Aspergillus antigenemia and one had a positive Aspergillus serology. In all cases bronchoalveolar lavage fluid was positive for Aspergillus fumigatus. Outcome was fatal in all cases despite treatment with voriconazole and agressive symptomatic treatment. CONCLUSION: Invasive aspergillosis should be among rapidly raised hypothesis in cirrhotic patients developing acute respiratory symptoms and alveolar opacities

Urgence sociale et études médicales (l ' expérience d'une nuit d'observation au SAMU social de Paris)

PARIS6-Bibl. St Antoine CHU (751122104) / SudocPARIS-Académie Médecine (751065201) / SudocSudocFranceF

Modèles animaux des déterminants de l'inflammation bronchique à éosinophiles et de la dynamique musculaire lisse dans l'hyperréactivité bronchique

PARIS-BIUSJ-Thèses (751052125) / SudocPARIS-BIUSJ-Physique recherche (751052113) / SudocSudocFranceF

A 2 DIMENSIONAL PDE FOR DISCRETE ASIAN OPTIONS

This paper presents a new method for the pricing of discrete Asian options when assuming a deterministic volatility as specified in Dupire (1993). Using a homogeneity property, we show how to reduce an n+1 dimensional problem to a 2 dimensional one. Previous research has been intensively focussing on continuous time Asian options using Black Scholes assumptions. However, traded Asian options are based on a discrete time sampling and can exhibit a pronounced volatility smile. Previous works which have tried to find approached closed forms have the major drawback to be not extendable to more complex volatility model, like the Dupire model, as well as to American type options: Vorst (1992), Geman and Yor (1993), Turnbull and Wakeman (1991), Levy (1992), Jacques (1995), Zhang (1997) and Milevsky and Posner (1998). Works which have focussed at numerical methods do not take into account volatility smile and focus at continuous Asian options: Kemma and Vorst (1990), Hull and White (1993), Caverhill and Clewlow (1990), Benhamou (1999), Roger and Shi (1995), He and Takahashi (1996), Alziary et al. (1997) and Zvan et al. (1998). Our paper oñers a solution to the pricing of discrete Asian options with volatility smile. As suggested by Dupire (1993), we assume a volatility function of time and the underlying so as to take the volatility smile into account. Assuming furthermore that our volatility function can be written as a function of the normalized underlying, we prove that the option price is homogeneous in the underlying price and the strike. By means of this property, we show how to reduce the numerical problem of a discrete Asian options with n fixing dates, which normally should be computed as an n +1 dimensional problem (n fixings and the time) to a 2 dimensional problem. This is of considerable interest for the efficient computation of discrete Asian options. This generalizes to discrete Asian options the dimension reduction found for continuous Asian options by Rogers and Shi (1995). We derive a PDE for the computation of the Asian option and solve it with the standard Crank Nicholson method. Because of the dimension reduction, we need to interpolate our conditional price at each fixing dates. Diñerent methods of interpolation are examined. The rest of the article focuses at numerical specification of our finite difference (grid boundaries, time and space steps) as well as an extension to the case of non proportional discrete dividends, using a jump condition. We compare our result with a Quasi Monte Carlo simulation based on Sobol sequences. Our simulations show us interesting results about the delta hedge and its jump over fixing dates.

Does nonviolent communication education improve empathy in French medical students?

International audienceObjectives: To evaluate the impact of nonviolent communication (NVC) training on five aspects of medical students' empathy skills using implicit and explicit measures. Methods: 312 third-year French medical students were randomly allocated to an intervention group (n = 123) or a control group (n = 189). The intervention group received 2.5 days of NVC training. For each group, empathy-related skills were measured implicitly using three cognitive tests (Visuo-Spatial Perspective Taking, Privileged Knowledge, Empathy for Pain evaluation) and explicitly using two self-rating questionnaires (Jefferson Scale of Physician Empathy, Empathy Quotient). Both groups completed tests and questionnaires before (pre-test) and three months after training (post-test). Responses were collected via online software, and data were analyzed using paired linear mixed models and Bayes Factors. Results: We found a significant increase in the Jefferson Scale of Physician Empathy (JSPE) score between pre-and post-tests in the intervention group compared to the control group (linear mixed models: 0.95 points [0.17, 1.73], t(158) = 2.39, p < 0.05), and an expected gender effect whereby females had higher JSPE scores (1.57 points [0.72, 2.42], t(262) =-3.62, p < 0.001). There was no interaction between these two factors. Conclusions: Our results show that brief training in nonviolent communication improves subjective empathy three months after training. These results are promising for the long-term effectiveness of NVC training on medical students' empathy and call for the introduction of NVC training in medical school. Further studies should investigate whether longer training will produce larger and longer-lasting benefits