## 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

First Edition | Second Edition | |
---|---|---|

Exercise 1.1 | → | Solution 1.1 |

Exercise 1.2 | → | Solution 1.2 |

Exercise 1.3 | → | Solution 1.3 |

Exercise 1.4 | → | Solution 1.4 |

Exercise 1.5 | → | Solution 1.5 |

Exercise 1.6 | → | Solution 1.6 |

Exercise 1.7 | → | |

Exercise 1.8 | → | |

Exercise 1.9 | → | Solution 1.9 |

Exercise 1.10 | → | Solution 1.10 |

Exercise 1.11 | → | Solution 1.11 |

Exercise 1.12 | → | Solution 1.12 |

Exercise 1.13 | → | Solution 1.15 |

Exercise 1.14 | → | Solution 1.13 |

Exercise 1.15 | → | Solution 1.14 |

### Chapter 2

First Edition | Second Edition | |
---|---|---|

Exercise 2.1 | → | Solution 2.1 |

Exercise 2.2 | → | Solution 2.2 |

Exercise 2.3 | → | Solution 2.3 |

Exercise 2.4 | → | Solution 2.4 |

Exercise 2.5 | → | Solution 2.5 |

Exercise 2.6 | → | Solution 2.6 |

Exercise 2.7 | → | Solution 2.7 |

Exercise 2.8 | → | Solution 2.8 |

Exercise 2.9 | → | Solution 2.9 |

Exercise 2.10 | → | Solution 2.10 |

Exercise 2.11 | → | Solution 2.11 |

Exercise 2.12 | → | Solution 2.12 |

Exercise 2.13 | → | Solution 2.13 |

Exercise 2.14 | → | Solution 2.14 |

Exercise 2.15 | → | Solution 2.15 |

Exercise 2.16 | → | Solution 2.16 |

Exercise 2.17 | → | Solution 2.17 |

Exercise 2.18 | → | Solution 2.18 |

Exercise 2.19 | → | Solution 2.19 |

Exercise 2.20 | → | Solution 2.20 |

Exercise 2.21 | → | Solution 2.21 |

Exercise 2.22 | → | Solution 2.22 |

Exercise 2.23 | → | Solution 2.23 |

Exercise 2.24 | → | Solution 2.24 |

Exercise 2.25 | → | Solution 2.25 |

### Chapter 3

First Edition | Second Edition | |
---|---|---|

Exercise 3.1 | → | Solution 3.1 |

Exercise 3.2 | → | Solution 3.2 |

Exercise 3.3 | → | Solution 3.3 |

Exercise 3.4 | → | Solution 3.4 |

Exercise 3.5 | → | Solution 3.5 |

Exercise 3.6 | → | Solution 3.6 |

Exercise 3.7 | → | Solution 3.7 |

Exercise 3.8 | → | Solution 3.8 |

Exercise 3.9 | → | Solution 3.9 |

Exercise 3.10 | → | Solution 3.10 |

Exercise 3.11 | → | Solution 3.11 |

Exercise 3.12 | → | Solution 3.12 |

Exercise 3.13 | → | Solution 3.13 |

Exercise 3.14 | → | Solution 3.14 |

Exercise 3.15 | → | Solution 3.15 |

Exercise 3.16 | → | Solution 3.16 |

Exercise 3.17 | → | Solution 3.17 |

Exercise 3.18 | → | Solution 3.19 |

Exercise 3.19 | → | Solution 3.20 |

Exercise 3.20 | → | |

Exercise 3.21 | → | Solution 3.21 |

Exercise 3.22 | → | Solutions 3.25 & 3.26 |

Exercise 3.23 | → | Solution 3.27 |

Exercise 3.24 | → | Solution 3.28 |

Exercise 3.25 | → | Solution 3.29 |

Exercise 3.26 | → | Solution 3.30 |

Exercise 3.27 | → | Solution 3.31 |

Exercise 3.28 | → | Solution 3.32 |

Exercise 3.29 | → | Solution 3.33 |

Exercise 3.30 | → | Solution 3.34 |

Exercise 3.31 | → | Solution 3.35 |

Exercise 3.32 | → | Solution 3.36 |

Exercise 3.33 | → | Solution 3.37 |

Exercise 3.34 | → | Solution 3.39 |

Exercise 3.35 | → | Solution 3.40 |

Exercise 3.36 | → | Solution 3.41 |

Exercise 3.37 | → | Solution 3.42 |

Exercise 3.38 | → | Solution 3.43 |

Exercise 3.39 | → | Solution 3.44 |

Exercise 3.40 | → | Solution 3.45 |

Exercise 3.41 | → | Solution 3.46 |

Exercise 3.42 | → | Solution 3.47 |

Exercise 3.43 | → | Solution 3.48 |

Exercise 3.44 | → | Solution 3.49 |

Exercise 3.45 | → | Solution 3.50 |

### Chapter 4

First Edition | Second Edition | |
---|---|---|

Exercise 4.1 | → | Solution 4.1 |

Exercise 4.2 | → | Solution 4.2 |

Exercise 4.3 | → | Solution 4.3 |

Exercise 4.4 | → | Solution 4.4 |

Exercise 4.5 | → | Solution 4.5 |

Exercise 4.6 | → | Solution 4.9 |

Exercise 4.7 | → | Solution 4.10 |

Exercise 4.8 | → | Solution 4.11 |

Exercise 4.9 | → | Solution 4.12 |

Exercise 4.10 | → | Solution 4.13 |

Exercise 4.11 | → | Solution 4.14 |

Exercise 4.12 | → | Solution 4.15 |

Exercise 4.13 | → | Solution 4.16 |

Exercise 4.14 | → | Solution 4.18 |

Exercise 4.15 | → | Solution 4.19 |

Exercise 4.16 | → | Solution 4.20 |

Exercise 4.17 | → | Solution 4.21 |

Exercise 4.18 | → | Solution 4.22 |

### Chapter 5

First Edition | Second Edition | |
---|---|---|

Exercise 5.1 | → | Solution 5.1 |

Exercise 5.2 | → | Solution 5.2 |

Exercise 5.3 | → | Solution 5.3 |

Exercise 5.4 | → | Solution 5.4 |

Exercise 5.5 | → | Solution 5.5 |

Exercise 5.6 | → | Solution 5.6 |

Exercise 5.7 | → | Solution 5.7 |

Exercise 5.8 | → | Solution 5.8 |

### Chapter 6

First Edition | Second Edition | |
---|---|---|

Exercise 6.1 | → | Solution 6.1 |

### Chapter 7

First Edition | Second Edition | |
---|---|---|

Exercise 7.1 | → | Solution 7.1 |

Exercise 7.2 | → | Solution 7.2 |

Exercise 7.3 | → | Solution 7.3 |

Exercise 7.4 | → | Solution 7.4 |

### Chapter 8

First Edition | Second Edition | |
---|---|---|

Exercise 8.1 | → | Solution 8.1 |

Exercise 8.2 | → | Solution 8.2 |

Exercise 8.3 | → | Solution 8.3 |

Exercise 8.4 | → | Solution 8.4 |

Exercise 8.5 | → | Solution 8.5 |

Exercise 8.6 | → | Solution 8.6 |

Exercise 8.7 | → | Solution 8.7 |

Exercise 8.8 | → | Solution 8.8 |

Exercise 8.9 | → | Solution 8.9 |

Exercise 8.10 | → | Solution 8.10 |

Exercise 8.11 | → | Solution 8.11 |

Exercise 8.12 | → | Solution 8.12 |

Exercise 8.13 | → | Solution 8.13 |

Exercise 8.14 | → |

### Chapter 9

First Edition | Second Edition | |
---|---|---|

Exercise 9.1 | → | Solution 9.1 |

Exercise 9.2 | → | Solution 9.2 |

Exercise 9.3 | → | Solution 9.3 |

Exercise 9.4 | → | Solution 9.4 |

Exercise 9.5 | → | Solution 9.5 |

Exercise 9.6 | → | Solution 9.6 |

Exercise 9.7 | → | Solution 9.7 |

Exercise 9.8 | → | |

Exercise 9.9 | → | Solution 9.8 |

Exercise 9.10 | → | Solution 9.9 |

### Chapter 10

First Edition | Second Edition | |
---|---|---|

Exercise 10.1 | → | Solution 10.1 |

Exercise 10.2 | → | Solution 10.2 |

Exercise 10.3 | → | Solution 10.3 |

Exercise 10.4 | → | Solution 10.4 |

Exercise 10.5 | → | Solution 10.5 |

Exercise 10.6 | → | Solution 10.6 |