Nav Gupta, Managing Director at Deutsche Bank AG, discusses options pricing and market risk compensation. The correspondence emphasizes that the options are priced around the forward, not the spot, to reflect true skew. The message is intended for professional investors and is for discussion purposes only, without creating any legally binding obligations.
documents/vol00010-efta01454866-pdf.pdf
{"key_people":["Nav Gupta"],"document_type":"correspondence","key_locations":["London","United Kingdom"],"key_organizations":["Deutsche Bank AG","Deutsche Asset & Wealth Management","DeAWM Key Client Partners"]}