Handbook on Information Technology in Finance (eBook)

Detlef Seese, Christof Weinhardt, Frank Schlottmann (Herausgeber)

eBook Download: PDF

2008 | 2008
XXXIII, 800 Seiten
Springer Berlin (Verlag)
978-3-540-49487-4 (ISBN)

Infos

This handbook contains surveys of state-of-the-art concepts, systems, applications, best practices as well as contemporary research in the intersection between IT and finance. Included are recent trends and challenges, IT systems and architectures in finance, essential developments and case studies on management information systems, and service oriented architecture modeling. The book shows a broad range of applications, e.g. in banking, insurance, trading and in non-financial companies. Essentially, all aspects of IT in finance are covered.

Inhalt

PREFACE 6
TABLE OF CONTENTS 10
CONTRIBUTORS 25
PART I IT Systems, Infrastructure and Applications in Finance 35
Introduction to Part I 36
CHAPTER 1 SOA in the Financial Industry – Technology Impact in Companies’ Practice 41
CHAPTER 2 Information Systems and IT Architectures for Securities Trading 61
CHAPTER 3 Product Management Systems in Financial Services Software Architectures 83
CHAPTER 4 Management of Security Risks – A Controlling Model for Banking Companies 104
CHAPTER 5 Process- Oriented Systems in Corporate Treasuries: A Case Study from BMW Group 125
CHAPTER 6 Streamlining Foreign Exchange Management Operations with Corporate Financial Portals 153
CHAPTER 7 Capital Markets in the Gulf: International Access, Electronic Trading and Regulation 170
CHAPTER 8 Competition of Retail Trading Venues - Online- brokerage and Security Markets in Germany 199
CHAPTER 9 Strategies for a Customer-Oriented Consulting Approach 221
CHAPTER 10 A Reference Model for Personal Financial Planning 237
CHAPTER 11 Internet Payments in Germany 266
CHAPTER 12 Grid Computing for Commercial Enterprise Environments 284
CHAPTER 13 Operational Metrics and Technical Platform for Measuring Bank Process Performance 317
CHAPTER 14 Risk and IT in Insurances 337
CHAPTER 15 Resolving Conceptual Ambiguities in Technology Risk Management 358
CHAPTER 16 Extracting Financial Data from SEC Filings for US GAAP Accountants 381
PART II IT Methods in Finance 400
Introduction to Part II 401
CHAPTER 17 Networks in Finance 405
CHAPTER 18 Agent- based Simulation for Research in Economics 442
CHAPTER 19 The Heterogeneous Agents Approach to Financial Markets – Development and Milestones 464
CHAPTER 20 An Adaptive Model of Asset Price and Wealth Dynamics in a Market with Heterogeneous Trading Strategies 486
CHAPTER 21 Simulation Methods for Stochastic Differential Equations 521
CHAPTER 22 Foundations of Option Pricing 535
CHAPTER 23 Long- Range Dependence, Fractal Processes, and Intra- Daily Data 563
CHAPTER 24 Bayesian Applications to the Investment Management Process 606
CHAPTER 25 Post- modern Approaches for Portfolio Optimization 631
CHAPTER 26 Applications of Heuristics in Finance 653
CHAPTER 27 Kernel Methods in Finance 672
CHAPTER 28 Complexity of Exchange Markets 705
Part III Further Aspects and Future Trends 722
Introduction to Part III 723
CHAPTER 29 IT Security: New Requirements, Regulations and Approaches 725
CHAPTER 30 Legal Aspects of Internet Banking in Germany 745
CHAPTER 31 Challenges and Trends for Insurance Companies 767
CHAPTER 32 Added Value and Challenges of Industry- Academic Research Partnerships – The Example of the E- Finance Lab 786
Index 800

Produkt-Details

• Erscheint lt. Verlag: 27.5.2008
• Reihe/Serie: International Handbooks on Information Systems
• Reihe/Serie: International Handbooks on Information Systems
• Zusatzinfo: XXXIII, 800 p.
• Verlagsort: Berlin
• Sprache: englisch
• Themenwelt: Mathematik / Informatik ► Informatik
• Themenwelt: Technik
• Themenwelt: Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung
• Themenwelt: Wirtschaft ► Betriebswirtschaft / Management ► Wirtschaftsinformatik
• Themenwelt: Wirtschaft ► Volkswirtschaftslehre
• Schlagworte: Banking • Capital Markets • Change Management • Complexity • Controlling • Finance • Financial Data • information system • Information Technology in Finance • Investment • IT Security • IT Systems in Banking • IT Systems in Finance • Modeling • Optimization • Service-Oriented Architecture • Service Oriented Architecture (SOA) • Simulation • SOA
• ISBN-10: 3-540-49487-1 / 3540494871
• ISBN-13: 978-3-540-49487-4 / 9783540494874