Ricerca
Stabilità dei prezzi per le criptovalute (Hayek Money), bitcoin e distributed ledger, modelli per i tassi d'interesse.
La mia ricerca accademica è focalizzata sulla stabilità dei prezzi: propongo una nuova generazione di criptovalute a politica monetaria elastica ma automatizzata e non discrezionale (Hayek Money). I lavori precedenti riguardano curve dei tassi e derivati. Gli articoli sono elencati nella lingua originale.
In evidenza
- 2022-02
Exploring the dependencies among main cryptocurrency log-returns: A hidden Markov modelRIVISTA
Pennoni, Fulvia and Bartolucci, Francesco and Forte, Gianfranco and Ametrano, Ferdinando
Economic Notes 51(1), e12193, 2022
Earlier version presented at the 2nd Crypto Asset Lab Conference, 2020
- 2016-08
Bitcoin, Blockchain, and Distributed Ledgers: Between Hype and RealityWORKING PAPER
Ametrano, Ferdinando M.
SSRN working paper 2832249, 2016
- 2014-10
The Cryptocurrency Frontier in Monetary EngineeringWORKING PAPER
Ametrano, Ferdinando M.
SSRN working paper 2508296, 2014
First posted 2014-10 as “The Cryptocurrency Frontier in Commodity Monetary Standard”; revised 2020-10
- 2014-05
Hayek Money: The Cryptocurrency Price Stability SolutionWORKING PAPER
Ametrano, Ferdinando M.
SSRN working paper 2425270, 2014
Posted 2014-04-17, revised 2016-08-23
- 2013-02
Everything You Always Wanted to Know About Multiple Interest Rate Curve Bootstrapping but Were Afraid to AskWORKING PAPER
Ametrano, Ferdinando M. and Bianchetti, Marco
SSRN working paper 2219548, 2013
- 2011-04
Smooth Simultaneous Calibration of the LMM to Caplets and Co-terminal SwaptionsRIVISTA
Ametrano, Ferdinando M. and Joshi, Mark S.
Quantitative Finance 11(4), 547-558, 2011
- 2009-04
Ametrano, Ferdinando M. and Bianchetti, Marco
Modeling Interest Rates (ed. Fabio Mercurio), Risk Books, chapter 1. ISBN 9781906348137, 2009
Tutte le pubblicazioni
2024
- 2024-02
Device, system and method for managing cryptocurrency transactionsBREVETTO
Ametrano, Ferdinando M. and Mazzocchi, Paolo
US Patent Applications 18/266,388 (US20240046260A1) and 18/266,408 (US20240062205A1)
Two applications, published 2024-02-08 and 2024-02-22
2023
- 2023-11
Hayek, l’oro digitale Bitcoin e l’euro digitale di BCECAPITOLO
Ametrano, Ferdinando M.
Digital Italy 2023: Costruire la Nazione digitale (ed. Arianna Perri), Maggioli Editore, chapter 21. ISBN 9788891667601
2022
- 2022-02
Exploring the dependencies among main cryptocurrency log-returns: A hidden Markov modelRIVISTA
Pennoni, Fulvia and Bartolucci, Francesco and Forte, Gianfranco and Ametrano, Ferdinando
Economic Notes 51(1), e12193
Earlier version presented at the 2nd Crypto Asset Lab Conference, 2020
2020
- 2020-02
Bitcoin: oro digitale per nuovi standard monetariCAPITOLO
Ametrano, Ferdinando M.
Dal sesterzio al bitcoin: Vecchie e nuove dimensioni del denaro (eds. Angelo Miglietta and Alberto Mingardi), Rubbettino Editore. ISBN 9788849856804
2016
- 2016-12
Advanced EONIA Curve CalibrationWORKING PAPER
Ametrano, Ferdinando M. and Bertocchi, Nicholas and Mazzocchi, Paolo
SSRN working paper 2881445
- 2016-09
Response to ESMA/2016/773: The Distributed Ledger Technology Applied to Securities MarketsRAPPORTO
Ametrano, Ferdinando M. and Barucci, Emilio and Marazzina, Daniele and Zanero, Stefano
Response to ESMA consultation; SSRN 3265776
- 2016-08
Bitcoin, Blockchain, and Distributed Ledgers: Between Hype and RealityWORKING PAPER
Ametrano, Ferdinando M.
SSRN working paper 2832249
2015
- 2015-11
The ABCD of Interest Rate Basis SpreadsWORKING PAPER
Ametrano, Ferdinando M. and Ballabio, Luigi and Mazzocchi, Paolo
SSRN working paper 2696743
- 2015
QuantLib: A free/open-source library for quantitative financeSOFTWARE
Ametrano, Ferdinando and Ballabio, Luigi and Bianchetti, Marco and others
Software, quantlib.org
2014
- 2014-10
The Cryptocurrency Frontier in Monetary EngineeringWORKING PAPER
Ametrano, Ferdinando M.
SSRN working paper 2508296
First posted 2014-10 as “The Cryptocurrency Frontier in Commodity Monetary Standard”; revised 2020-10
- 2014-05
Hayek Money: The Cryptocurrency Price Stability SolutionWORKING PAPER
Ametrano, Ferdinando M.
SSRN working paper 2425270
Posted 2014-04-17, revised 2016-08-23
2013
- 2013-02
Everything You Always Wanted to Know About Multiple Interest Rate Curve Bootstrapping but Were Afraid to AskWORKING PAPER
Ametrano, Ferdinando M. and Bianchetti, Marco
SSRN working paper 2219548
- 2013
Ametrano, Ferdinando M. and Bianchetti, Marco
Interest Rate Modelling after the Financial Crisis, Risk Books, pp. 153-215
2011
- 2011-04
Smooth Simultaneous Calibration of the LMM to Caplets and Co-terminal SwaptionsRIVISTA
Ametrano, Ferdinando M. and Joshi, Mark S.
Quantitative Finance 11(4), 547-558
2009
- 2009-04
Ametrano, Ferdinando M. and Bianchetti, Marco
Modeling Interest Rates (ed. Fabio Mercurio), Risk Books, chapter 1. ISBN 9781906348137
Fisica (1995-1996)
- 1996-06
Stability of a Nb3Sn low-beta quadrupole in the LHC radiation environmentATTI
Ambrosio, G. and Ametrano, F. M. and Broggi, F. and Ferrari, A. and Rossi, L.
Proceedings of EPAC 1996, pp. 2293-2295
- 1995
Preliminary proposal of a Nb3Sn quadrupole model for the low-beta insertions of the LHCRAPPORTO
Ambrosio, G. and Ametrano, F. and Bellomo, G. and Broggi, F. and Rossi, L. and Volpini, G.
INFN report INFN-TC-95-25