[Tutor] How to calculate the cumulative normal distribution
Laura Creighton
lac at openend.se
Wed Sep 30 11:13:04 CEST 2015
In a message of Wed, 30 Sep 2015 09:12:20 +0300, Michel Guirguis writes:
>Good afternoon,
>
>How to calculate the cumulative normal distribution function CND in order to use this figure to calculate the call option based on the Black and Scholes model.
The easy way is to install scipy.
Then you do this:
>>> from scipy.stats import norm
>>> norm.cdf(1.96)
array(0.97500210485177952)
The easy way to install scipy is to get your python via anaconda
https://www.continuum.io/downloads
Laura
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