Nonparametric Smoothing and Quantile Estimation in Time Series -- Development of a Credit-Standing-Indicator for Companies Based on Financial Statements and Business Information with Backpropagation- Networks -- Data Warehousing and OLAP: Delivering Just-In-Time Information for Decision Support -- Financial Calculations on the Net -- The Durbin-Watson Test for Neural Regression Models -- Neuro-Fuzzy Methods in Finance Applied to the German Stock Index DAX -- Statistical Process Control and its Application in Finance -- An Analysis of the Financing Behavior of German Stock Corporations Using Artificial Neural Networks -- Portfolio Analysis Based on the Shortfall Concept -- Basics of Statistical VaR-Estimation -- On the Accuracy of VaR Estimates Based on the Variance-Covariance Approach -- Confidence Intervals for the Value-at-Risk -- Regulatory Framework for the Risk Management of German Credit Institutions -- Measuring and Managing Credit Portfolio Risk.