Annexure

Table A1

Natural logs, e x and e–x Values

x ln x ex e–x x ln x ex e–x
0.01 – 4.60517 1.01005 0.99005 0.24 – 1.42712 1.27125 0.78663
0.02 – 3.91202 1.02020 0.98020 0.25 – 1.38629 1.28403 0.77880
0.03 – 3.50656 1.03045 0.97045 0.26 – 1.34707 1.29603 0.77105
0.04 – 3.21888 1.04081 0.96079 0.27 – 1.30933 1.30996 0.76338
0.05 – 2.99573 1.05127 0.95123 0.28 – 1.27297 1.32313 0.75578
0.06 – 2.81341 1.06184 0.94176 0.29 – 1.23787 1.33643 0.74826
0.07 – 2.65926 1.07251 0.93239 0.30 – 1.20397 1.34986 0.74082
0.08 – 2.52573 1.08329 0.92312 0.31 – 1.17118 1.36343 0.73345
0.09 – 2.40795 1.09417 0.91393 0.32 – 1.13943 1.37713 0.72615
0.10 – 2.30259 1.10517 0.90484 0.33 – 1.10866 1.39097 0.71892
0.11 – 2.20728 1.11628 0.89583 0.34 – 1.07881 1.40495 0.71177
0.12 – 2.12026 1.12750 0.88692 0.35 – 1.04982 1.41907 0.70469
0.13 – 2.04022 1.13883 0.87810 0.36 – 1.02165 1.43333 0.69768
0.14 – 1.96611 1.15027 0.86936 0.37 – 0.99425 1.44773 0.69073
0.15 – 1.89712 1.16183 0.86071 0.38 – 0.96758 1.46228 0.68386
0.16 – 1.83258 1.17351 0.85214 0.39 – 0.94161 1.47698 0.67706
0.17 – 1.77196 1.18530 0.84366 0.40 – 0.91629 1.49182 0.67032
0.18 – 1.71480 1.19722 0.83527 0.41 – 0.89160 1.50682 0.66365
0.19 – 1.66073 1.20925 0.82696 0.42 – 0.86750 1.52196 0.65705
0.20 – 1.60944 1.22140 0.81873 0.43 – 0.84397 1.53726 0.65051
0.21 – 1.56065 1.23368 0.81058 0.44 – 0.82098 1.55271 0.64404
0.22 – 1.51413 1.24608 0.80252 0.45 – 0.79851 1.56831 0.63763
0.23 – 1.46968 1.25860 0.79453 0.46 – 0.77653 1.58407 0.63128
(Contd.)
 Annexure 363

x ln x ex e–x x ln x ex e–x
0.47 – 0.75502 1.59999 0.62500 0.90 – 0.10536 2.45960 0.40657
0.48 – 0.73397 1.61607 0.61878 0.91 – 0.09431 2.48432 0.40252
0.49 – 0.71335 1.63232 0.61263 0.92 – 0.08338 2.50929 0.39852
0.50 – 0.69315 1.64872 0.60653 0.93 – 0.07257 2.53451 0.39455
0.51 – 0.67334 1.66529 0.60050 0.94 – 0.06188 2.55998 0.39063
0.52 – 0.65393 1.68203 0.59452 0.95 – 0.05129 2.58571 0.38674
0.53 – 0.63488 1.69893 0.58861 0.96 – 0.04082 2.61170 0.38289
0.54 – 0.61619 1.71601 0.58275 0.97 – 0.03046 2.63794 0.37908
0.55 – 0.59784 1.73325 0.57695 0.98 – 0.02020 2.66446 0.37531
0.56 – 0.57982 1.75067 0.57121 0.99 – 0.01005 2.69123 0.37158
0.57 – 0.56212 1.76827 0.56553 1.00 – 0.00000 2.71828 0.36788
0.58 – 0.54473 1.78604 0.55990 1.01 0.00995 2.74560 0.36422
0.59 – 0.52763 1.80399 0.55433 1.02 0.01980 2.77319 0.36059
0.60 – 0.51083 1.82212 0.54881 1.03 0.02956 2.80107 0.35701
0.61 – 0.49430 1.84043 0.54335 1.04 0.03922 2.82922 0.35345
0.62 – 0.47804 1.85893 0.53794 1.05 0.04879 2.85765 0.34994
0.63 – 0.46204 1.87761 0.53259 1.06 0.05827 2.88637 0.34646
0.64 – 0.44629 1.89648 0.52729 1.07 0.06766 2.91538 0.34301
0.65 – 0.43078 1.91554 0.52205 1.08 0.07696 2.94468 0.33960
0.66 – 0.41552 1.93479 0.51685 1.09 0.08618 2.97427 0.33622
0.67 – 0.40048 1.95424 0.51171 1.10 0.09531 3.00417 0.33287
0.68 – 0.38566 1.97388 0.50662 1.11 0.10436 3.03436 0.32956
0.69 – 0.37106 1.99372 0.50158 1.12 0.11333 3.06485 0.32628
0.70 – 0.35667 2.01375 0.49659 1.13 0.12222 3.09566 0.32303
0.71 – 0.34249 2.03399 0.49164 1.14 0.13103 3.12677 0.31982
0.72 – 0.32850 2.05443 0.48675 1.15 0.13976 3.15819 0.31664
0.73 – 0.31471 2.07508 0.48191 1.16 0.14842 3.18993 0.31349
0.74 – 0.30111 2.09594 0.47711 1.17 0.15700 3.22199 0.31037
0.75 – 0.28768 2.11700 0.47237 1.18 0.16551 3.25437 0.30728
0.76 – 0.27444 2.13828 0.46767 1.19 0.17395 3.28708 0.30422
0.77 – 0.26136 2.15977 0.46301 1.20 0.18232 3.32012 0.30119
0.78 – 0.24846 2.18147 0.45841 1.21 0.19062 3.35348 0.29820
0.79 – 0.23572 2.20340 0.45384 1.22 0.19885 3.38719 0.29523
0.80 – 0.22314 2.22554 0.44933 1.23 0.20701 3.42123 0.29229
0.81 – 0.21072 2.24791 0.44486 1.24 0.21511 3.45561 0.28938
0.82 – 0.19845 2.27050 0.44043 1.25 0.22314 3.49034 0.28650
0.83 – 0.18633 2.29332 0.43605 1.26 0.23111 3.52542 0.28365
0.84 – 0.17435 2.31637 0.43171 1.27 0.23902 3.56085 0.28083
0.85 – 0.16252 2.33965 0.42742 1.28 0.24686 3.59664 0.27804
0.86 – 0.15082 2.36316 0.42316 1.29 0.25464 3.63279 0.27527
0.87 – 0.13926 2.38691 0.41895 1.30 0.26236 3.66930 0.27253
0.88 – 0.12783 2.41090 0.41478 1.31 0.27003 3.70617 0.26982
0.89 – 0.11653 2.43513 0.41066 1.32 0.27763 3.74342 0.26714
(Contd.)
364 Futures and Options

x ln x ex e–x x ln x ex e–x
1.33 0.28518 3.78104 0.26448 1.80 0.58779 6.04965 0.16530
1.34 0.29267 3.81904 0.26185 1.90 0.64185 6.68589 0.14957
1.35 0.30010 3.85742 0.25924 2.00 0.69315 7.38906 0.13534
1.36 0.30748 3.89619 0.25666 2.10 0.74194 8.16617 0.12246
1.37 0.31481 3.93535 0.25411 2.20 0.78846 9.02501 0.11080
1.38 0.32208 3.97490 0.25158 2.30 0.83291 9.97418 0.10026
1.39 0.32930 4.01485 0.24908 2.40 0.87547 11.02317 0.09072
1.40 0.33647 4.05520 0.24660 2.50 0.91629 12.18249 0.08209
1.41 0.34359 4.09595 0.24414 2.60 0.95551 13.46373 0.07427
1.42 0.35066 4.13712 0.24171 2.70 0.99325 14.87972 0.06721
1.43 0.35667 4.17870 0.23931 2.80 1.02962 16.44464 0.06081
1.44 0.36464 4.22069 0.23693 2.90 1.06471 18.17413 0.05502
1.45 0.37156 4.26311 0.23457 3.00 1.09861 20.08551 0.04979
1.46 0.37844 4.30596 0.23224 4.00 1.38629 0.01832
1.47 0.38526 4.34923 0.22993 5.00 1.60944 0.00674
1.48 0.39204 4.39294 0.22764 6.00 1.79176 0.00248
1.49 0.39878 4.43709 0.22537 7.00 1.94591 0.00091
1.50 0.40546 4.48169 0.22313 8.00 2.07944 0.00034
1.60 0.47000 4.95303 0.20190 9.00 2.19722 0.00012
1.70 0.53063 5.47395 0.18268 10.00 2.30259 0.00005

Table A2

Area Under Normal Curve

(The values in this Table give areas between mean m and z )
z 00 01 02 03 04 05 06 07 08 09
0.0 .0000 .0040 .0080 .0120 .0160 .0199 .0239 .0279 .0319 .0359
0.1 .0398 .0438 .0478 .0517 .0557 .0596 .0636 .0675 .0714 .0753
0.2 .0793 .0832 .0871 .0910 .0948 .0987 .1026 .1064 .1103 .1141
0.3 .1179 .1217 .1255 .1293 .1331 .1368 .1406 .1443 .1480 .1517
0.4 .1554 .1591 .1628 .1664 .1700 .1736 .1772 .1808 .1844 .1879
0.5 .1915 .1950 .1985 .2019 .2054 .2088 .2123 .2157 .2190 .2224
0.6 .2257 .2291 .2324 .2357 .2389 .2422 .2454 .2486 .2517 .2549
0.7 .2580 .2611 .2642 .2673 .2703 .2734 .2764 .2794 .2823 .2852
0.8 .2881 .2910 .2939 .2967 .2995 .3023 .3051 .3078 .3106 .3133
0.9 .3159 .3186 .3212 .3238 .3264 .3289 .3315 .3340 .3365 .3389
1.0 .3413 .3438 .3461 .3485 .3508 .3531 .3554 .3577 .3599 .3621
1.1 .3643 .3665 .3686 .3708 .3729 .3749 .3770 .3790 .3810 .3830

(Contd.)
 Annexure 365

z 00 01 02 03 04 05 06 07 08 09
1.2 .3849 .3869 .3888 .3907 .3925 .3944 .3962 .3980 .3997 .4015
1.3 .4032 .4049 .4066 .4082 .4099 .4115 .4131 .4147 .4162 .4177
1.4 .4192 .4207 .4222 .4236 .4251 .4265 .4279 .4292 .4306 4319
1.5 .4332 .4345 .4357 .4370 .4382 .4394 .4406 .4418 .4429 .4441
1.6 .4452 .4463 .4474 .4484 .4495 .4505 .4515 .4525 .4535 .4545
1.7 .4554 .4564 .4573 .4582 .4591 .4599 .4608 .4616 .4625 .4633
1.8 .4641 .4649 .4656 .4664 .4671 .4678 .4686 .4693 .4699 .4706
1.9 .4713 .4719 .4726 .4732 .4738 .4744 .4750 .4756 .4761 .4767
2.0 .4772 .4778 .4783 .4788 .4793 .4798 .4803 .4808 .4812 .4817
2.1 .4821 .4826 .4830 .4834 .4838 .4842 .4846 .4850 .4854 .4857
2.2 .4861 .4864 .4868 .4871 .4875 .4878 .4881 .4884 .4887 .4890
2.3 .4893 .4896 .4898 .4901 .4904 .4906 .4909 .4911 .4913 .4916
2.4 .4918 .4920 .4922 .4925 .4927 .4929 .4931 .4932 .4934 .4936
2.5 .4938 .4940 .4941 .4943 .4945 .4946 .4948 .4949 .4951 .4952
2.6 .4953 .4955 .4956 .4957 .4959 .4960 .4961 .4962 .4963 .4964
2.7 .4965 .4966 .4967 .4968 .4969 .4970 .4971 .4972 .4973 .4974
2.8 .4974 .4975 .4976 .4977 .4977 .4978 .4979 .4979 .4980 .4981
2.9 .4981 .4982 .4982 .4983 .4984 .4984 .4985 .4985 .4986 .4986
3.0 .4987 .4987 .4987 .4988 .4988 .4989 .4989 .4989 .4990 .4990
3.1 .4990 .4991 .4991 .4991 .4992 .4992 .4992 .4992 .4993 .4993
3.2 .4993 .4993 .4994 .4994 .4994 .4994 .4994 .4995 .4995 .4995
3.3 .4995 .4995 .4995 .4996 .4996 .4996 .4996 .4996 .4996 .4997
3.4 .4997 .4997 .4997 .4997 .4997 .4997 .4997 .4997 .4997 .4998
3.5 .4998 .4998 .4998 .4998 .4998 .4998 .4998 .4998 .4998 .4998
3.6 .4998 .4998 .4999 .4999 .4999 .4999 .4999 .4999 .4999 .4999
3.7 .4999 .4999 .4999 .4999 .4999 .4999 .4999 .4999 .4999 .4999
3.8 .4999 .4999 .4999 .4999 .4999 .4999 .4999 4.999 .4999 .4999
3.9 .5000 .5000 .5000 .5000 .5000 .5000 .5000 .5000 .5000 .5000