[Tutor] Which header to use in python

2015-10-01 Thread Michel Guirguis
Good afternoon, What is the name of the header that I can use in Python 3.4 to convert the cumulative distribution function number 0.10606601717798211 to 0.54223501331161406 from scipy.stats import norm norm.cdf(0.10606601717798211) 0.54223501331161406 Thanks, Michel ___

[Tutor] Cumulative distribution function

2015-10-01 Thread Michel Guirguis
Good morning, I have a problem with the cumulative distribution function in calculating derivatives. I am getting a call option figure of 2.5961 while it should be 2.9081. Could you please help. >>>S=50 >>> K=50 >>> r=0.03 >>> q=0.02 >>> sig=0.20 >>> T=0.5 >>> from math import* >>> d1=(log(S/

[Tutor] How to calculate the cumulative normal distribution

2015-09-30 Thread Michel Guirguis
Good afternoon, How to calculate the cumulative normal distribution function CND in order to use this figure to calculate the call option based on the Black and Scholes model. >>> from math import* >>> def CND(X): m = abs(X) [a1,a2,a3,a4,a5]=(0.31938153,-0.356563782,1.781477937

[Tutor] mathematical and statistical functions in Python

2015-09-27 Thread Michel Guirguis
Good afternoon, Thanks for your e-mail. I did not receive e-mail from Mr Otten.Basically, the problem that I am facing is that python 3.4 does not recognise the mathematical and statistical functions. For example, I am trying to find the square root, sqrt(25) but the program does not recognise