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Usecases Intro

Use Cases

Requirement Analysis

functreq

Business Modeling With UML a Business Process Centred Architecture Introduction

SSRN-id809107

S&P ERMethodology

VaR for Asian Emerging Market Equity Portfolios

VaR Estimation for Stock Indices Using the Basle Committee Proposal of 1995

Value-At-Risk as a Risk Measurement Tool for Swedish Equity Portfolios

Patterns, Trends and Predictions in Stock Market Indices and Fx Rates

Market Correlation and Market Volatility in US Stocks

Irregularity, Volatility, Risk, And Financial Market Time Series

Incorporating Liquidity Risk in VaR Models

Generalized Earnings Based Stock Valuation Model

Extreme Risk and Value-At-Risk in the German Stock Market

Correlation Structure of International Equity Markets During Extremely Volatile Periods

Calibrating and Simulating Copula Functions - An Application to the Italian Stock Market

Applying Hybrid Approach to Calculating Var in Croatia

Application of VaR Methodology to Risk Management of Stock Market in China

A Threshold Model for Italian Stock Market Volatility Potential of These Models - Comparing Forecasting Performances and Evaluation of Portfolio Risk With Other Models

VaR Models in Indian Stock Market