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CHAPTER 1 What Is Financial Technology? 1
1.1. Financial vs. Commercial Systems 1
1.2. Financial vs. Gambling Systems 5
1.3. Financial vs. Military Systems and Physical Delivery 8
1.4. Nonphysical Communication and Delivery 14
1.5. The First Wireless Network 17
1.6. Notes and References 24
1.7. Discussion Questions 27
CHAPTER 2 Prices, Interest, Time 29
2.1. Financial Terms 29
2.2. Numbers and Prices 38
2.3. Time Is Money: Loans and Interest 51
2.4. Days, Months, and Years 61
2.5. Notes and References 67
2.6. Discussion Questions 69
CHAPTER 3 Algorithms and Financial Technology 71
3.1. Financial Algorithms 71
3.2. Spreadsheets 74
3.3. Interpreters and Compilers for Procedural Languages 80
3.4. Spreadsheet Algorithms for Interpolating Prices and Rates 90
3.5. Notes and References 102
3.6. Discussion Questions 103
vCHAPTER 4 Financial Products 105
4.1. Technology of Cash Flows 105
4.2. Technology of Yields 112
4.3. Zero Credit Risk/Zero Coupon Bonds 122
4.4. Equities, Dividend Discounts, and Laplace Transforms 127
4.5. Databases for Past, Present, and Future Prices 135
4.6. Notes and References 139
4.7. Discussion Questions 142
CHAPTER 5 Identifying Financial Objects 143
5.1. Symbology: Identifying Issuers and Owners 143
5.2. Other Identifiers in Financial Databases 156
5.3. Exchange Ticker Symbols 161
5.4. Non-Exchange Traded Products and Portfolios 173
5.5. Notes and References 185
5.6. Discussion Questions 188
CHAPTER 6 Physical Aspects of Financial Networks 189
6.1. Financial Network Infrastructures 189
6.2. Origins of Electronic Financial Communication Networks 196
6.3. The Technology of Virtual Delivery 208
6.4. Market Data Technology: From Ticker to Consolidated Tape 214
6.5. Notes and References 226
6.6. Discussion Questions 231
CHAPTER 7 Orders and Messages 233
7.1. The Anatomy of Orders 233
7.2. Order Processing Technology: From Q-Codes to FIX 239
7.3. Markup Languages 253
7.4. Representing Rules 262
7.5. Notes and References 269
7.6. Discussion Questions 271
CHAPTER 8 Systems of Financial Systems 273
8.1. Describing Financial Systems 273
8.2. System Analogies 287
8.3. Characteristics of Systems of Systems 294
8.4. Notes and References 299
8.5. Discussion Questions 302
CHAPTER 9 Risk 303
9.1. Types of Risk in Financial Systems 303
9.2. Basic Properties of Probabilities 309
9.3. Portfolios and Risk 3199.4. Risk and Hedging 325
9.5. Notes and References 334
9.6. Discussion Questions 336
Index 337
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