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Co-ordinators:
Dr Levendovszky János, Dr. Telcs Andras, Kiss Gabor /BME/
Prerequisites
Elementary networking, basic mathematics
Aims of the course
The subject provides a broad overview of the use of information technology in the financial services sector, an important industry sector for information technology professionals. The module provides exposure to and experience with different kinds of financial services software applications.
Introduction and overview of course topics |
Information systems in the financial services industry, economic forces and transformations of financial activities and consumer payment habits |
Financial software and analytic tools |
Portfolio optimization, derivatives analysis software, position analysis and hedge construction in options markets value at risk simulation |
Markets, trading and information technology |
Exchange order matching and routing systems, on line markets for trading currency, equities, bonds and derivatives |
Banking and payment processing systems |
Payment processing in financial services, advances in payments and transaction technology, payment networks secure payments, electronic money |
Financial markets infrastructure |
Front-office and back-office systems, messaging and protocols for straight through processing (STP), after the trade: Clearance and settlement systems, disintermediation in primary markets and trading/secondary markets |
Methods of teaching (Lecture, Tutorials, Lab seccions)
Lecture presentations with associated tutorials and hands-on lab sessions.
Lecture presentations are condensed into four one-day sessions; see the dates below.
Requirements
The course has the following assessment components:
- written examination (2.5 hours, 75 %);
- coursework section (2 pieces, 25 %)
To pass this course, students must:
- obtain average 40% on the coursework component;
- obtain an average of at least 50% when the coursework and exam components of the course is weighted together.
Notes, coursebook, bibliography
Weber,B. case and tutorials: "IT in the major international financial markets", "Derivatives analysis tutorials with option simulator", "compendium on payment systems", "Optimark: computerizing block trading", "Value at risk (VaR): a primer for VaR simulation analysis"
Fredman, R: "An introduction to financial technology"
Course description developed by
Prof. Bruce W. Weber
Session dates: : 2008 29 February, 21 March, 25 April, 16 May /Fridays/, time: 10-17 each session.
For final-year computer science students, limit: a maximum of 50 students. The course is taught in English.
The first meeting /confirmation/: 2008 06 February, 17.00; Árpád tér 2. A10