Standard Normal Variate in Financial Formulas

A Standard Normal Variate is a normally distributed random variable with mean μ=0 and standard deviation σ=1. And is denoted by z_α.

Financial formulas that make use of Standard Normal Variate

fxValue at RiskGo

What is the Standard Normal Variate?

A Standard Normal Variate is a normally distributed random variable with mean μ=0 and standard deviation σ=1.

Can the Standard Normal Variate be negative?

{YesorNo}, the Standard Normal Variate, measured in {OutputVariableMeasurementName} {CanorCannot} be negative.

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