Exercise Solutions

Hardcover First Edition

Holton, Glyn A, (2003). Value-at-Risk: Theory and Practice, San Diego: Academic Press/Elsevier.

If you are reading the first edition of my book (are you aware there is a free online second edition?) you can use this page to access exercise solutions. Solutions are numbered according to the second edition, so the following table maps first edition exercises to linked second edition solutions.

Chapter 1

Chapter 2

Chapter 3

Chapter 4

Chapter 5

Chapter 6

Chapter 7

Chapter 8

Chapter 9

Chapter 10

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