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Supplementary Material

Chapter 9: Supplement 1
Advanced Further Valuation Models: CEV, GARCH, LEVY – STABLE

Chapter 11: Supplement 3
Sources of Equity Volatility & Systematic and Idiosyncratic Volatility

Chapter 11: Supplement 4
Volatility Cross Greeks

Chapter 12: Supplement 5
Methods of Calculating Equity Yield

Chapter 12: Supplement 6
Rate and Credit Cross Greeks and Parametric Factor Modeling