Financial Data Management
Handbook on Information Technology in Finance

Authors: Editors: Detlef Seese, Christof Weinhardt, Frank Schlottmann
Editions: Springer
Pages: 800 pages
Date: 2008
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, service oriented architecture modelling, IT architectures for securities trading, IT-systems in banking, process-oriented systems in corporate treasuries, grid computing and networking.

The IT applications in banking, trading and insurance cover risk management and controlling, financial portals, electronic payment and others. In addition, finance-related IT applications in non-financial companies are considered.

The concept-oriented part of the book focuses on IT methods in finance such as financial models and modelling financial data, planning and processes, security, algorithms and complexity.

Stoyan V. Stoyanov, Professor of Finance at EDHEC Business School and Programme Director of the EDHEC-Risk Institute Executive MSc in Risk and Investment Management for Asia, has co-authored a chapter in the publication:
  • Post-modern Approaches for Portfolio Optimization
    Borjana Racheva-Iotova, Stoyan Stoyanov

    The chapter covers the following topics:

    - Risk and Performance Measures Overview
    - Heavy-tailed and Asymmetric Models for Assets Returns
    - Strategy Construction Based on CVaR Minimization

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