## Hardcover First Edition

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

Most exercises in the first edition also appear in the second edition. This page 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 |