Originally Posted by

**carolus4** Forum-Wanderers I am in great need of your help, I am currently researching a project in financial mathematics with deadline today. I have achieved a number of thing but one small problem eludes me. Please help me finish with a bang by helpping me solve

P(x)= - < integral between pi/4 and pi/2 of > [ (1/2pi)*exp(-sec²t/2)dt ] + 1/8

I have tried to make it look something like the formula for the probability of t beeing in a given interval [a;b] under a normally istributed law:

= - < integral between a and b of > [ (1/sqrt(2pi))*exp(t²/2)dt ]

I have already simplified it from the earlier expressio, for the curious:

< integral between 0 and 1 of > {(1/sqrt(2pi))*exp(x²/2)*<integral between x and + oo of > ((1/sqrt(2pi))*exp(y²/2)dy)dx}

In advance, many thanks,

I hope to get replies soon