Budapest University of Technology and Economics, Faculty of Electrical Engineering and Informatics

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    Financial Information Systems

    A tantárgy neve magyarul / Name of the subject in Hungarian: Üzleti információs rendszerek

    Last updated: 2008. május 21.

    Tantárgy lejárati dátuma: 2011. december 16.

    Budapest University of Technology and Economics
    Faculty of Electrical Engineering and Informatics     		Mérnök informatikus szak
    Szabadon választható tantárgy
    Course ID Semester Assessment Credit Tantárgyfélév
    VIHIAV82   1/0/1/f 2  
    3. Course coordinator and department Dr. Levendovszky János,
    4. Instructors

    Dr. Levendovszky János, egyetemi tanár, Hálózati Rendszerek és Szolgáltatások Tanszék

    Dr. Telcs András, egyetemi docens, Számítástudományi és Információelméleti Tanszék

    7. Objectives, learning outcomes and obtained knowledge

    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.

    Upon successful completion of the module, students will understand the impact of IT on banking and markets; have knowledge of the learning-edge applications of information technology in financial services firms; understand financial automation and how IT is transforming the industry; understand how to implement computer based financial analysis and models; understand how to use financial decision support software; have knowledge of specific classes of financial information systems such as multi-lateral trading facilities (MTFs), and other market systems, trader workstations, funds transfer networks and back office system; and be able to apply the knowledge and understanding they have gained in real-world financial services contexts.
    8. Synopsis

    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
    9. Method of instruction

    Előadás: heti 1 alkalom

    Labor: heti 1 alkalom

    10. Assessment

    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.

    11. Recaps

    1 Pzh, és ismétlő vizsgák

    12. Consultations

    Heti egy alkalommal

    13. References, textbooks and resources

    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”

    14. Required learning hours and assignment
    Kontakt óra25
    Félévközi készülés órákra15
    Felkészülés zárthelyire 
    Házi feladat elkészítése15
    Kijelölt írásos tananyag elsajátítása 
    Vizsgafelkészülés25
    Összesen 
    15. Syllabus prepared by

    Dr. Levendovszky János

    egyetemi tanár

    Hálózati Rendszerek és Szolgáltatások Tanszék