정규누적확률분포

'정규누적확률분포(p151)

Function CND(Z As Double)

    Dim a1 As Double
    Dim a2 As Double
    Dim a3 As Double
    Dim a4 As Double
    Dim a6 As Double
    Dim L As Double
    Dim K As Double
   
    a1 = 0.31938153
    a2 = -0.356563782
    a3 = 1.781477937
    a4 = -1.821255978
    a5 = 1.330274429
   
    L = Abs(Z)
    K = 1 / (1 + 0.2316419 * L)
    CND = 1 - 1 / Sqr(2 * 3.1415926) * Exp(-L ^ 2 / 2) * _
        (a1 * K + a2 * K ^ 2 + a3 * K ^ 3 + a4 * K ^ 4 + a5 * K ^ 5)
       
    If Z < 0 Then
        CND = 1 - CND
    End If
   
End Function