Calculation of the N(-D1) and N(-D2) values for BSM model in the FRM Part 1 Exam


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Context: Black Scholes Merton Model for put option valuation

Hi David

Considering that the N(-D1) and N(-D2) values aren't provided in the question wrt FRM PT1 exam and we need to decipher than from the Z table ( ) , I am confused about how to calculate the N(-D1) and N(-D2) values?

Example: D1= 0.86; D2=.0.8022
From the Z table (, N(D1)= 0.8051(Approx) and N(D2)= 0.7881

Now, -D1= -0.86 and -D2=-0.8022
How can i find the values of N(-D1) and N(-D2) ? as the table above doesn't have the negative 'Z' values.

Note: I have thought of back calculating from the below formula, but not sure if we have any other way.
1. N(d1)= 1- N(-d1)
Thanks for your time!
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