Hello everyone, I am trying to calculate the price option of an option un, which is
however i'm struggling in calculating the Cumulative Normal Distribution Calculator.
S = 20
K = 25
r = 0.05
d = 0.03
s = .24
T = 3/12
C = S*Exp[-d*T] - K*Exp[-r*T]
d1 = (Log[S/K] + (r - d + 1/2*s^2)*T)/(s*Sqrt[T])
d2 = d1 - s*Sqrt[T]
Resolve[d1]
Resolve[d2]
Do you know how to do it?
Thank you!
Attachments: