Exercise Solutions

Online Second Edition

Holton, Glyn A. (2014). Value-at-Risk: Theory and Practice, 2nd ed. E-book published by the author at http://value-at-risk.net.

Chapter 1

Solution 1.1
Solution 1.2
Solution 1.3
Solution 1.4
Solution 1.5
Solution 1.6
Solution 1.7
Solution 1.8
Solution 1.9
Solution 1.10
Solution 1.11
Solution 1.12
Solution 1.13
Solution 1.14
Solution 1.15

Chapter 2

Solution 2.1
Solution 2.2
Solution 2.3
Solution 2.4
Solution 2.5
Solution 2.6
Solution 2.7
Solution 2.8
Solution 2.9
Solution 2.10
Solution 2.11
Solution 2.12
Solution 2.13
Solution 2.14
Solution 2.15
Solution 2.16
Solution 2.17
Solution 2.18
Solution 2.19
Solution 2.20
Solution 2.21
Solution 2.22
Solution 2.23
Solution 2.24
Solution 2.25

Chapter 3

Solution 3.1
Solution 3.2
Solution 3.3
Solution 3.4
Solution 3.5
Solution 3.6
Solution 3.7
Solution 3.8
Solution 3.9
Solution 3.10
Solution 3.11
Solution 3.12
Solution 3.13
Solution 3.14
Solution 3.15
Solution 3.16
Solution 3.17
Solution 3.18
Solution 3.19
Solution 3.20
Solution 3.21
Solution 3.22
Solution 3.23
Solution 3.24
Solution 3.25
Solution 3.26
Solution 3.27
Solution 3.28
Solution 3.29
Solution 3.30
Solution 3.31
Solution 3.32
Solution 3.33
Solution 3.34
Solution 3.35
Solution 3.36
Solution 3.37
Solution 3.38
Solution 3.39
Solution 3.40
Solution 3.41
Solution 3.42
Solution 3.43
Solution 3.44
Solution 3.45
Solution 3.46
Solution 3.47
Solution 3.48
Solution 3.49
Solution 3.50

Chapter 4

Solution 4.1
Solution 4.2
Solution 4.3
Solution 4.4
Solution 4.5
Solution 4.6
Solution 4.7
Solution 4.8
Solution 4.9
Solution 4.10
Solution 4.11
Solution 4.12
Solution 4.13
Solution 4.14
Solution 4.15
Solution 4.16
Solution 4.17
Solution 4.18
Solution 4.19
Solution 4.20
Solution 4.21
Solution 4.22

Chapter 5

Solution 5.1
Solution 5.2
Solution 5.3
Solution 5.4
Solution 5.5
Solution 5.6
Solution 5.7
Solution 5.8

Chapter 6

Solution 6.1

Chapter 7

Solution 7.1
Solution 7.2
Solution 7.3
Solution 7.4

Chapter 8

Solution 8.1
Solution 8.2
Solution 8.3
Solution 8.4
Solution 8.5
Solution 8.6
Solution 8.7
Solution 8.8
Solution 8.9
Solution 8.10
Solution 8.11
Solution 8.12
Solution 8.13

Chapter 9

Solution 9.1
Solution 9.2
Solution 9.3
Solution 9.4
Solution 9.5
Solution 9.6
Solution 9.7
Solution 9.8
Solution 9.9

Chapter 10

Solution 10.1
Solution 10.2
Solution 10.3
Solution 10.4
Solution 10.5
Solution 10.6

Chapter 11

Solution 11.1

Chapter 12

Solution 12.1

Chapter 13

Solution 13.1

Chapter 14

Solution 14.1
Solution 14.2
Solution 14.3
Solution 14.4
Solution 14.5
Solution 14.6
Solution 14.7
Solution 14.8
Solution 14.9
Solution 14.10
Solution 14.11