bsm

  1. Nicole Seaman

    FAQ Exam Will the exam always provide N(d1) and N(d2) or do we need to know how to calculate them? (Are formula sheets provided? Answer: No)

    Question: The BSM formula is actually simple except for N(d1) and N(d2) in the case of the call, and N(-d1) and N(-d2) in the case of the put. Will the exam always provide N(d1) and N(d2) or do we need to know how to calculate them? Answer: That's a good point that BSM is simple except for the...
    • Nicole Seaman
    • Thread
    • black-scholes bsm bsm-model formulas n(d1) n(d2)
    • Replies: 9
    • Forum: FAQ's
  2. G

    Will the exam provide N(d1) and N(d2) or do we need to calculate them?

    In reference to R27.P1.T4.Hull_Ch13_15_19:Topic: BLACK-SCHOLES-MERTON_MODEL :- In the exam, if we were to calculate the Call or Put Option prices using the BSM Model, would it be safe to assume that N(d1) & N(d2) would ALWAYS be provided given....? There are formulae to calculate the d1 and...
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