Exercise Solutions

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

Chapter 2

Chapter 3

Chapter 4

Chapter 5

Chapter 6

Chapter 7

Chapter 8

Chapter 9

Chapter 10