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Math Help - integrals

  1. #1
    swatkat
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    integrals

    Hi!

    Could anyone show me how to calculate this(I have no idea how to put that all together):



    and



    It's from Black-Scholes formula and everything is given except x. I had integrals 4 years ago and by now, when I actually need that kind of knowledge for my MBA, I have no idea how to do them
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  2. #2
    Grand Panjandrum
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    Quote Originally Posted by swatkat View Post
    Hi!

    Could anyone show me how to calculate this(I have no idea how to put that all together):



    and



    It's from Black-Scholes formula and everything is given except x. I had integrals 4 years ago and by now, when I actually need that kind of knowledge for my MBA, I have no idea how to do them
    Neither of these have a closed form integral in terms of elementary functions.
    What you will need to evaluate these is the cumulative standard normal
    distribution.

    RonL
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  3. #3
    Grand Panjandrum
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    Don't make posts of the same question in different area here. It wastes
    either Helper or Admin/Moderator time.

    RonL
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