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Glyn A. Holton is an author and consultant specializing in financial risk management. He is known for his groundbreaking paper Defining Risk. He wrote the definitive book on value-at-risk and distributes the second edition of that book freely online. He blogs at GlynHolton.com.
Holton, Glyn A. (2014). Value-at-Risk: Theory and Practice, second edition, e-book published by the author at www.value-at-risk.net.
Holton, Glyn A. (2003). Value-at-Risk: Theory and Practice, San Diego: Academic Press.