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Strategies & Market Trends : Black and Scholes Options Evaluation
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To: Uri Miller who wrote (19)1/8/1997 6:28:00 PM
From: JohnV   of 44
 
The density function for the Std Normal distribution goes like this:

(1/sqrt(2*pi)) * exp(x^2/2)

To determine the the value of N(d1), you would integrate that equation from neg. infinity to d1. Hope you remember your calculus.

You can save yourself a lot of trouble though by simply using the tables found in the back of many finance or statistics books. Or, use a spreadsheet package that includes a function for Std Normal dists.

Hope your paper turns out well.
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