Journalartikel

Jahr der Veröffentlichung: 1999

Seiten: 124-12+

Zeitschrift: Wirtschaftsinformatik

Bandnummer: 41

Heftnummer: 2

ISSN: 0937-6429

DOI Link: https://doi.org/10.1007/BF03250645

Verlag: Springer Verlag

Abstract: 
In bond markets, most trades are conducted via bilateral negotiations or the use of brokers. Especially in the case of large blocks, the anonymity of the traders is very important. In a joint project of Deutsche Borse AG, Compaq Computer GmbH, living systems AG and the chair Of Information Systems of the University of Giessen, a trading system was modeled and implemented which allows the identification of potential trading partners within an anonymous market. Software agents represent the orders and try to match both, products and partners. Alternative pricing mechanisms were realised. The architecture is based upon the FIPA-specification. The system was modeled object-oriented and implemented in Java.

Harvard-Zitierstil: Gomber, P., Budimir, M., Kosciankowski, K., Urtheil, R., Lohmann, M., Nopper, N., et al. (1999) Agent-mediated bond trading, Wirtschaftsinformatik, 41(2), pp. 124-12+. https://doi.org/10.1007/BF03250645

APA-Zitierstil: Gomber, P., Budimir, M., Kosciankowski, K., Urtheil, R., Lohmann, M., Nopper, N., & Henning, P. (1999). Agent-mediated bond trading. Wirtschaftsinformatik. 41(2), 124-12+. https://doi.org/10.1007/BF03250645