Hi everyone,
So I'm building a financial model in which I need a way to engineer a function similar to the Norm.Dist from excel. Currently I had a sql whizz of a colleague produce a very close estimater in a SQL query which feeds the CDF output to the model, however I would like if this could be done in M, DAX or worst case R (the latter is doable I think, but sticking to the first two would be ideal, since we're putting this in production)? It is used for the delta of a black-schole option pricing.
Anyone had success on this? The data set is big (+10m rows) if that changes anything
Thanks!
Mads