阿摩線上測驗
題組內容
4. The Black-Scholes formula for a call option with six input parameters (S, X,r,q,σ,T) is as follows.
and N(•) is the cumulative distribution function of the standard normal distribution defined as
where n(•) is the probability density function of the standard normal distribution.
(Please write down the detailed calculation process.)
(d)Derive and express 
as the form of 
. What are I, J, and K?