N（d1）是什么？
问题如下图：
选项：
A. 
B. 
C. 
D. 
解释：
NO.PZ2016082402000039 In the Black-Scholes expression for a Europecall option, the term useto compute option probability of exercise is 1 2 N()N{(1)}N() N()N{(2)}N() ANSWER: This is the term multiplying the present value of the strike price, Equation: Risk-NeutrProbability of Exercise =∫K∞f(s)=N()=\int_K^\infty{f(s)}=N{(2)}=∫K∞f(s)=N() 对于Call来说，N（）是lta，N（）是prob for exercise 那对于put来说，是不是N（-）是lta，N（-）是profor exercise？
In the Black-Scholes expression for a Europecall option, the term useto compute option probability of exercise is 1 2 N()N{(1)}N() N()N{(2)}N() ANSWER: This is the term multiplying the present value of the strike price, Equation: Risk-NeutrProbability of Exercise =∫K∞f(s)=N()=\int_K^\infty{f(s)}=N{(2)}=∫K∞f(s)=N() 为什么 N()是行权概率
N（）是执行概率，N（）呢？
