Belépés címtáras azonosítással
angol nyelvű adatlap
magyar nyelvű adatlap
Üzleti információs rendszerek
A tantárgy angol neve: Financial Information Systems
Adatlap utolsó módosítása: 2009. szeptember 23.
Tantárgy lejárati dátuma: 2011. december 16.
Villamosmérnöki szak
Mérnök informatikus szak
Szabadon választható tantárgy
Név:
Beosztás:
Tanszék, Int.:
Dr. Levendovszky János
egyetemi tanár
Hálózati Rendszerek és Szolgáltatások Tanszék
Dr. Telcs András
egyetemi docens
Számítástudományi és Információelméleti Tanszék
The course 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
Basic financial instruments (shares, bonds, other equities)
Bond analysis (basic parameters, yield curves, time to maturity …etc.)
Introduction to option trading (sell and buy options, option curves for hedging risks)
Introduction to markets (the Capital Asset Pricing - CAPMcmodel) and market dynamics (equilibrium prices), the Efficient Market Hypothesis and random walks
Type of markets (continuous order driven, peridsoci call auction, quote driven, hybrid markets)
Trading analysis – limit order vs. market order, pricing of limit orders, breakeven probabilities, trading with minimum information
Algorithmic trading (trading based on events, prediction based strategies, best execution strategies, implementation shortfalls)
Financial software and analytic tools, 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 , Staright Through Processing systems, netting and clearinghoueses
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
Előadás: heti 2 alkalom
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.
1 Pzh, és ismétlő vizsgák
Heti egy alkalommal
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”
