Value-At-Risk Theory and Practice

Glyn A. Holton is an independent consultant specializing in financial risk management. He formed his practice in 1995 and has since worked with hundreds of professionals in implementing value-at-risk and related solutions. He has worked as a market risk manager for the Bank of Boston, a vice president for Fidelity Investments, and an actuarial associate for Metropolitan Life. He holds a masters degree in mathematics from Temple UniversityHolton, Glyn A. is the author of 'Value-At-Risk Theory and Practice', published 0000 under ISBN 9780123540102 and ISBN 0123540100.