Google Scholar: <scholar.google.com/citations?user=dFSSrwwAAAAJ>
SSRN: https://ssrn.com/author=510135
2020-01
Bitcoin: oro digitale per nuovi standard monetari
Ametrano, Ferdinando M.
published in “Dal sesterzio al bitcoin” Rubettino Editore (edited by Miglietta, Angelo and Mingardi, Alberto)
2016-09
Response to ESMA Consultation on The Distributed Ledger Technology Applied to Securities Markets
Ametrano, Ferdinando M. and Barucci, Emilio and Marazzina, Daniele and Zanero, Stefano
https://ssrn.com/abstract=3265776
2016-08
Bitcoin, Blockchain, and Distributed Ledgers: Between Hype and Reality
Ametrano, Ferdinando M.
https://ssrn.com/abstract=2832249
2016-12
Advanced EONIA Curve Calibration
Ametrano, Ferdinando M. and Bertocchi, Nicholas and Mazzocchi, Paolo
https://ssrn.com/abstract=2881445
2015-11
The ABCD of Interest Rate Basis Spreads
Ametrano, Ferdinando M. and Ballabio, Luigi and Mazzocchi, Paolo
https://ssrn.com/abstract=2696743
2014-10
The Cryptocurrency Frontier in Commodity Monetary Standard
Ametrano, Ferdinando M.
https://ssrn.com/abstract=2508296
2014-05
Hayek Money: The Cryptocurrency Price Stability Solution
Ametrano, Ferdinando M.
https://ssrn.com/abstract=2425270
2013-02
Everything You Always Wanted to Know About Multiple Interest Rate Curve Bootstrapping but Were Afraid to Ask
Ametrano, Ferdinando M. and Bianchetti, Marco
https://ssrn.com/abstract=2219548
2009-04
Bootstrapping the Illiquidity: Multiple Yield Curves Construction for Market Coherent Forward Rates Estimation
Ametrano, Ferdinando M. and Bianchetti, Marco
A version of this paper has been published as chapter 1 in “Modeling Interest Rates”, edited by Fabio Mercurio, Risk Books, 1 May 2009, ISBN 9781906348137
https://ssrn.com/abstract=1371311
2008-02
Smooth Simultaneous Calibration of the LMM to Caplets and Coterminal Swaptions
Ametrano, Ferdinando M. and Joshi, Mark
Quantitative Finance, vol. 11 (4), pp.547 - 558
https://ssrn.com/abstract=1092665