1. © K. Cuthbertson and D. Nitzsche Figures for Chapter 24 VaR : STATISTICAL ISSUES (Financial Engineering : Derivatives and Risk Management)

2. © K. Cuthbertson and D. Nitzsche Figure 24.1 : Daily exchange rate returns (DM - pound sterling)

3. © K. Cuthbertson and D. Nitzsche Figure 24.2(a) : SMA volatility (DM - pound sterling) 30 day window 125 day window 252 day window

4. © K. Cuthbertson and D. Nitzsche Figure 24.2(b) : EWMA volatility (DM - pound sterling)

5. © K. Cuthbertson and D. Nitzsche Figure 24.3 : Histogram of call premium for 100 ‘runs’