option sensitivities

Discussion in 'Options' started by polee2000, Sep 5, 2007.

  1. polee2000

    polee2000

    i was reading my hull book
    for the sensitivities formulas many use N'(d1). I know how to do N(D1) in excel normdist. how do I do N'(d1).
    sorry if it sounds counfusing
    thanks
     
    #1     Sep 5, 2007
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  2. nonprophet

    nonprophet

    N(D1) = NORMDIST(D1,0,1,TRUE)
    N'(D1) = NORMDIST(D1,0,1,FALSE)
     
    #2     Sep 6, 2007
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