Understanding N(d1) and N(d2)
Subtitle: risk-adjusted probabilities in the Black-Scholes model
By: by Lars Tyge Nielsen.
Series: Working papers / INSEAD -- no.92/71/FIN
Publisher: INSEAD
Published: 1992
Place of publication: Fontainebleau
Language: eng
Number of pages: 16
Subjects: Options (Finance) -- Econometric models.