Hayek money: The cryptocurrency price stability solution FM Ametrano
Available at SSRN 2425270, 2016
122 2016 Bootstrapping the illiquidity: Multiple yield curves construction for market coherent forward rates estimation FM Ametrano, M Bianchetti
A version of this paper was published as, 2009
119 * 2009 Everything you always wanted to know about multiple interest rate curve bootstrapping but were afraid to ask FM Ametrano, M Bianchetti
Available at SSRN 2219548, 2013
84 2013 Bitcoin, Blockchain, and Distributed Ledger Technology FM Ametrano
Social Science Electronic Publishing, 32-34, 2016
21 2016 QuantLib: A free/open-source library for quantitative finance F Ametrano, L Ballabio, M Bianchetti, ND Césaré, D Eddelbuettel, N Firth, ...
Version, 2018
15 2018 Everything you always wanted to know about multiple interest rate curve bootstrapping but were afraid to ask. SSRN, 2013 F Ametrano, M Bianchetti
10 Exploring the dependencies among main cryptocurrency log‐returns: A hidden Markov model F Pennoni, F Bartolucci, G Forte, F Ametrano
Economic Notes 51 (1), e12193, 2022
9 2022 Bitcoin, Blockchain, and distributed ledgers: Between hype and reality FM Ametrano
Available at SSRN 2832249, 2016
7 2016 Smooth simultaneous calibration of the LMM to caplets and co-terminal swaptions FM Ametrano, MS Joshi
Quantitative Finance 11 (4), 547-558, 2011
7 2011 Preliminary proposal of a Nb Sn quadrupole model for the low insertions of the LHC G Ambrosio, L Rossi, F Broggi, G Bellomo, FM Ametrano
SCAN-9601306, 1995
7 1995 Smooth yield curves bootstrapping for forward libor rate estimation and pricing interest rate derivatives FM Ametrano, M Bianchetti
Modelling Interest Rates: Latest Advances for Derivatives Pricing. Risk Books, 2009
6 2009 Modeling Interest Rate, chapter Bootstrapping the illiquidity: Multiple yield curves construction for market coherent forward rates estimation F Ametrano, M Bianchetti
Risk Books, Incisive Media 7, 22-43, 2009
5 2009 Why 2017 Will Prove ‘Blockchain’Was a Bad Idea FM Ametrano
2017-01-04)[2019-08-18]. http://www. coindesk. com/2017-will-prove …, 2017
4 2017 Rates curves for forward Euribor estimation and CSA-discounting FM Ametrano
QuantLib Forum, London 18, 2011
4 2011 Response to ESMA/2016/773:'The Distributed Ledger Technology Applied to Securities Markets' FM Ametrano, E Barucci, D Marazzina, S Zanero
Available at SSRN 3265776, 2016
3 2016 Stability of a NbSn low-beta quadrupole in the LHC radiation environment G Ambrosio, FM Ametrano, F Broggi, A Ferrari, L Rossi
Proc. 1996 European Particle Accelerator Conf, 2293-2295, 1996
3 1996 Multivariate Hidden Markov model: An application to study correlations among cryptocurrency log-returns F Pennoni, F Bartolucci, G Forte, F Ametrano
The 2nd Crypto Asset Lab Conference, 1-27, 2020
2 2020 Price Stability Using Cryptocurrency Seigniorage Shares FM Ametrano
1 2014 Bootstrapping the Illiquidity: Multiple Yield Curves Construction for Market Coherent Discount and FRA Rates Estimation FM Ametrano, M Bianchetti
Interest Rate Modelling after the Financial Crisis, 153-215, 2013
1 2013 Device, system and method for managing cryptocurrency transactions FM AMETRANO, P MAZZOCCHI
US Patent App. 18/266,408, 2024
2024