Journal article
Authors list: Gomber, P; Budimir, M; Kosciankowski, K; Urtheil, R; Lohmann, M; Nopper, N; Henning, P
Publication year: 1999
Pages: 124-12+
Journal: Wirtschaftsinformatik
Volume number: 41
Issue number: 2
ISSN: 0937-6429
DOI Link: https://doi.org/10.1007/BF03250645
Publisher: 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.
Citation Styles
Harvard Citation style: 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 Citation style: 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
Keywords
LIQUIDITY