Value-at-Risk: Theory and Practice

| Cumulative Distribution Function | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| x | ?(x) | x | ?(x) | x | ?(x) | x | ?(x) | x | ?(x) |
| 0.00 | 0.5000 | 0.25 | 0.5987 | 0.50 | 0.6915 | 0.75 | 0.7734 | 1.00 | 0.8413 |
| 0.01 | 0.5040 | 0.26 | 0.6026 | 0.51 | 0.6950 | 0.76 | 0.7764 | 1.01 | 0.8438 |
| 0.02 | 0.5080 | 0.27 | 0.6064 | 0.52 | 0.6985 | 0.77 | 0.7794 | 1.02 | 0.8461 |
| 0.03 | 0.5120 | 0.28 | 0.6103 | 0.53 | 0.7019 | 0.78 | 0.7823 | 1.03 | 0.8485 |
| 0.04 | 0.5160 | 0.29 | 0.6141 | 0.54 | 0.7054 | 0.79 | 0.7852 | 1.04 | 0.8508 |
| 0.05 | 0.5199 | 0.30 | 0.6179 | 0.55 | 0.7088 | 0.80 | 0.7881 | 1.05 | 0.8531 |
| 0.06 | 0.5239 | 0.31 | 0.6217 | 0.56 | 0.7123 | 0.81 | 0.7910 | 1.06 | 0.8554 |
| 0.07 | 0.5279 | 0.32 | 0.6255 | 0.57 | 0.7157 | 0.82 | 0.7939 | 1.07 | 0.8577 |
| 0.08 | 0.5319 | 0.33 | 0.6293 | 0.58 | 0.7190 | 0.83 | 0.7967 | 1.08 | 0.8599 |
| 0.09 | 0.5359 | 0.34 | 0.6331 | 0.59 | 0.7224 | 0.84 | 0.7995 | 1.09 | 0.8621 |
| 0.10 | 0.5398 | 0.35 | 0.6368 | 0.60 | 0.7257 | 0.85 | 0.8023 | 1.10 | 0.8643 |
| 0.11 | 0.5438 | 0.36 | 0.6406 | 0.61 | 0.7291 | 0.86 | 0.8051 | 1.11 | 0.8665 |
| 0.12 | 0.5478 | 0.37 | 0.6443 | 0.62 | 0.7324 | 0.87 | 0.8078 | 1.12 | 0.8686 |
| 0.13 | 0.5517 | 0.38 | 0.6480 | 0.63 | 0.7357 | 0.88 | 0.8106 | 1.13 | 0.8708 |
| 0.14 | 0.5557 | 0.39 | 0.6517 | 0.64 | 0.7389 | 0.89 | 0.8133 | 1.14 | 0.8729 |
| 0.15 | 0.5596 | 0.40 | 0.6554 | 0.65 | 0.7422 | 0.90 | 0.8159 | 1.15 | 0.8749 |
| 0.16 | 0.5636 | 0.41 | 0.6591 | 0.66 | 0.7454 | 0.91 | 0.8186 | 1.16 | 0.8770 |
| 0.17 | 0.5675 | 0.42 | 0.6628 | 0.67 | 0.7486 | 0.92 | 0.8212 | 1.17 | 0.8790 |
| 0.18 | 0.5714 | 0.43 | 0.6664 | 0.68 | 0.7517 | 0.93 | 0.8238 | 1.18 | 0.8810 |
| 0.19 | 0.5753 | 0.44 | 0.6700 | 0.69 | 0.7549 | 0.94 | 0.8264 | 1.19 | 0.8830 |
| 0.20 | 0.5793 | 0.45 | 0.6736 | 0.70 | 0.7580 | 0.95 | 0.8289 | 1.20 | 0.8849 |
| 0.21 | 0.5832 | 0.46 | 0.6772 | 0.71 | 0.7611 | 0.96 | 0.8315 | 1.21 | 0.8869 |
| 0.22 | 0.5871 | 0.47 | 0.6808 | 0.72 | 0.7642 | 0.97 | 0.8340 | 1.22 | 0.8888 |
| 0.23 | 0.5910 |