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Value-at-risk (VaR) is a measure of market risk that has been widely adopted since the mid-1990s for use on trading floors. Glyn A. Holton. The definitive book on value-at-risk (VaR) is out in a second edition distributed free online. Start reading now. Value-at-risk (VaR) is a measure of market risk that has been widely adopted since the mid-1990s for use on trading floors. This is the first advanced book Download Citation | On Jan 1, 2003, Glyn A. Holton published Value-at-Risk: Theory and Practice | Find, read and cite all the research you need on The term “value-at-risk” (VaR) did not enter the financial lexicon until the early. 1990s, but the origins of VaR measures go further back. Online Value at Risk: Theory and Practice By Glyn A. Holton ebook PDF download Value at Risk: Theory and Practice By Glyn A. Holton Doc Value at Risk: Topics of particular interest are: • early implementations of VaR or VaR-like measures in trading Glyn A. Holton; Published 8 August 2002; Business.Value-at-Risk (VaR) is becoming somewhat of a revolution. Around the globe, organizations are racing to implement the new technology.