I want to compute probability using the code as follows, but Mathematica only give out the whole formula as a result which is not a number that I want. Any experts know how to deal with it?
The code I type into Mathematica is:
k = 40; T = 1; r = 0.08; sigma = 0.3; deta = 0; t = 3/12; s = 41;
d1 = {Log[s/k] + (r - deta + 0.5*sigma^2)*(T - t)}/sigma/Sqrt[T - t];
d2 = d1 - sigma*Sqrt[T - t];
n1 = CDF[NormalDistribution[0,1],d1];
n2 = CDF[NormalDistribution[0,1],d2];
c = s*Exp[-deta*(T - t)]*n1 - k*Exp[-r*(T - t)]*n2;
c
But the result given is:
CDF[NormalDistribution[0,1],0.455886]


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