GlynHolton. com is the professional website of Professor Glyn Holton, whose work focuses on the mathematics and foundations of risk, particularly financial risk management. It brings together his research, publications, educational resources, and writing for practitioners and students.

A central feature is Holton’s landmark paper, “Defining Risk,” which the site notes has been cited more than 1,000 times. The website also offers his book on value-at-risk free to read online, including the second edition published in 2013 and the first edition published in 2003. The book covers the concept’s history, applications, mathematics, implementation, and validation, and is supported by more than 160 practice exercises, with solutions and related code available on the site.

Visitors can explore other publications and an archived financial risk management blog spanning 2006 to 2023, featuring articles on practical risk-management challenges and ideas. Holton previously worked in industry and taught applied mathematics at Wentworth Institute. He continues his risk-related research and tutors promising young mathematics students