[Maxima] Question about derivation and normal distribution
balteo at gmail.com
Thu Oct 29 07:58:57 CDT 2009
After doing some research I came up with this:
This does not give me the expected result....
Any clue anyone?
2009/10/29 Julien Martin <balteo at gmail.com>
> I have the following function:
> where N(d1) is the normal cumulative distribution with d1 as parameter.
> I am trying to use maxima in order to compute a first-order partial
> derivative of the above C(S,t) function as follows:
> I don't know how to express the cumulative normal distribution nor how to
> derivate it.
> Can anyone please help?
> Thanks in advance,
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