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

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