EFTA01416150Set 10
2017-12-068p1,174w
strike
Graph 4: 2y realized correlation vs. strike
EFTA01416153
Sources: Deutsche Bank, Bloomberg Finance
L.P.
Disclaimer: http://globalmarkets.db.com/new/content/3045.html
From: Martin Zeman
Sent: Tuesday, November ... strike
Graph 4: ly realized correlation vs. strike
Sources: Deutsche Bank, Bloomberg Finance
L.P.
Disclaimer: http://globalmarkets.db.com/new/content/3045.html
fcid:image001.gif@OlD259D5.3E2DFOF01
Martin Zeman
Director I Key Client Partners
Deutsche Bank
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01416150.pdf