AMETRANO FERDINANDO MARIA

Role: 
Adjunct Lecturer
Academic disciplines: 
MATHEMATICAL METHODS OF ECONOMICS, FINANCE AND ACTUARIAL SCIENCES (SECS-S/06)
Reception Hours: 

On appointment

Biography

Executive Director of the Digital Gold Institute (www.dgi.io), Ferdinando Ametrano teaches “Bitcoin and Blockchain Technology” at Politecnico di Milano and Milano-Bicocca University. Former Head of Blockchain and Virtual Currencies in Intesa Sanpaolo bank, he has been Planning Committee member of the Scaling Bitcoin Conference that he chaired in Milan 2016; previously, he has headed trading, quantitative, and risk-management teams in Banca IMI (Intesa Sanpaolo), Banca Caboto and Monte Paschi Asset Management; he has also been co-founder and managing partner of RiskMap (now StatPro Italia).

Fintech innovator, technologist, and open source developer, he is author of scientific publications and contributor to multiple media outlets. Appreciated professor, panelist, lecturer, and instructor, he has been invited as speaker at the United Nations, central banks, the Italian Parliament, universities, conferences, and workshops.

He is also founder and co-administrator of the QuantLib (www.quantlib.org) project, a comprehensive free/open-source software framework for quantitative finance, and btclib (www.github.com/dginst/btclib), a python3 type annotated library intended for teaching and demonstration of the elliptic curve cryptography used in bitcoin.

Research

His cryptocurrency academic research focuses on price stability, advocating automated non-discretionary elastic monetary policy for a new generation of cryptocurrencies (Hayek Money).

His interest rate derivatives research is about rate curves and their parsimonious parameterization.

https://www.ametrano.net/papers/