Google Scholar: https://scholar.google.com/citations?user=dFSSrwwAAAAJ
SSRN: https://ssrn.com/author=510135


2016-09-02
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

2016-08-30
Bitcoin, Blockchain, and Distributed Ledgers: Between Hype and Reality
Ametrano, Ferdinando M.
https://ssrn.com/abstract=2832249

2016-12-08
Advanced EONIA Curve Calibration
Ametrano, Ferdinando M. and Bertocchi, Nicholas and Mazzocchi, Paolo
https://ssrn.com/abstract=2881445

2015-11-30
The ABCD of Interest Rate Basis Spreads
Ametrano, Ferdinando M. and Ballabio, Luigi and Mazzocchi, Paolo
https://ssrn.com/abstract=2696743

2014-10-12
The Cryptocurrency Frontier in Commodity Monetary Standard
Ametrano, Ferdinando M.
https://ssrn.com/abstract=2508296

2014-05-14
Hayek Money: The Cryptocurrency Price Stability Solution
Ametrano, Ferdinando M.
https://ssrn.com/abstract=2425270

2013-02-18
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

2009-04-02
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

2008-02-15
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