MÁSTER UNIVERSITARIO EN BANCA Y FINANZAS

Transcripción

1 Financial Software MÁSTER UNIVERSITARIO EN BANCA Y FINANZAS (Finance & Banking) Universidad de Alcalá Curso Académico 2015/16

2 GUÍA DOCENTE Nombre de la asignatura: Financial Software Código: Titulación en la que se imparte: Departamento y Área de Conocimiento: Carácter: Virtual Créditos ECTS: 1.5 MÁSTER UNIVERSITARIO EN BANCA Y FINANZAS (Finance & Banking) CC de la Computación Curso y cuatrimestre: 1º Dr. Jose Ignacio Olmeda Martos Profesor Titular UAH Profesorado: Enrique Ascordebeitia He holds a bachelor s degree in Business Administration ( Mención Especial al Rendimiento Académico ) and a Masters in Quantitative Finance. He has been a visiting scholar at several foreign universities. He is currently a researcher at the SUN Microsystems Laboratory of Computational Finance. Horario de Tutoría: Idioma en el que se imparte: Inglés 1. PRESENTACIÓN Nowadays Computer Science plays a prominent role in any field of knowledge, fostering the development of disciplines like no other technology that had done before. The world of Finance is no stranger to this phenomenon, since in the past two decades it has been also invaded by computer applications. Therefore, a basic understanding of the main concepts of Computer Science and Financial Software must be one of the tools that any student in Finance should have. Prerrequisitos y Recomendaciones (si es pertinente) 2. COMPETENCIAS 2

3 Competencias genéricas: The aim of this subject is to introduce some fundamental topics about the main software categories used in the financial world. It is not intended to focus on specifics concepts but to introduce general concepts about Databases, Programming and the Internet. 3. CONTENIDOS Bloques de contenido (se pueden especificar los temas si se considera necesario) Total de clases, créditos u horas Databases: origins, models and its role in Firms 4 h Internet: Internet and Protocols, Web 2.0 and its implications for Financial institutions 4 h Programming: algorithms, approaches and XBRL. 4 h Cronograma (Optativo) Semana / Sesión 01ª 02ª 03ª Contenido I. Databases: origins, models and its paper on the companies In the first class, we will talk about Databases, the essential component of any Financial Information System. Databases are the part of the applications responsible for the storage of information and in this lecture we will review its origins, operation and design. In addition we will cover different types of database systems for different modes of organizing a business II. Internet: Internet and Protocols, Web 2.0 and its implications for financial institutions This second session is based on the examination of the function of Internet: origins, protocols as ell as general principles about communication among computers. Besides, we will talk about the new phenomenon that has brought the Internet to the whole society as means of global communication: Web 2.0.In this new version of the World Wide Web. In the reference that we will be using, the implications of the Internet for Financial Institutions it is also discussed. III. Programming: algorithms, approaches, XBRL. In the last session we will see several general concepts related with the programming world. Our approach is not focused on any specific 3

4 language but rather on the general concepts on programming languages. We will be covering the following topics: the stages in developing a program, how do they work in the computer as well as some strategies to improve the way of programming. Finally we will cover a language that is actually very important in the financial world, the so-called XBRL (extensible Business Reporting Language). 4. METODOLOGÍAS DE ENSEÑANZA-APRENDIZAJE.-ACTIVIDADES FORMATIVAS 4.1. Distribución de créditos (especificar en horas) Número de horas presenciales: 12 Número de horas del trabajo propio del estudiante: 26 Total horas Estrategias metodológicas, materiales y recursos didácticos Every week I will release a short lecture which should be taken as the basic reference for the class. This material should be read carefully since, at the end of the week, the students will be asked to answer some questions based on it and send them back to me before the specific date, which will be announced. 5. EVALUACIÓN: Procedimientos, criterios de evaluación y de calificación 1 The assessment of the subject will consist in three assignments (one per topic), which should be submitted to the professor every week. The assignments are based on questions about the readings and the students will be asked to show their comprehension level of the topic. The final grade will be the arithmetic mean of the three grades of each of the assignments. If any of the assignments is missed the student will be graded with a zero on that particular assignment. 1 Es importante señalar los procedimientos de evaluación: por ejemplo evaluación continua, final, autoevaluación, co-evaluación. Instrumentos y evidencias: trabajos, actividades. Criterios o indicadores que se van a valorar en relación a las competencias: dominio de conocimientos conceptuales, aplicación, transferencia conocimientos. Para el sistema de calificación hay que recordar la Normativa del Consejo de Gobierno del 16 de Julio de 2009: la calificación de la evaluación continua representará, al menos, el 60%. Se puede elevar este % en la guía. 4

5 Note: Although there are no prerequisites for this subject it is assumed that the student has some level of knowledge in micro-informatics.. 6. BIBLIOGRAFÍA The references consist in the three selected readings. Additionally, the lecturer will provide, if needed, optional material to help the students to develop a wider knowledge of the subject. 5