Code for C++ functions to compute the cumulative Normal distribution and a Black-Scholes

call are given below.

5.1 (information): Black-Scholes formula . Consider a European call and put on a stock, with strike K and expiration time T, where T>t. . Suppose the stock price is S at the current time t. The stock pays a continuous dividends with a yield q. The risk free interest rate is r. The volatility of the stock is We require the cumulative Normal distribution N(z), which is given by N(z) e-12 du 1. The function N(z) is monotonically increasing, with N(-x) =0, N(x)-1 and 0