Value-at-Risk: Theory and Practice

Appendix: Standard Normal Table

Cumulative Distribution Function

x

?(x)

x

?(x)

x

?(x)

x

?(x)

x

?(x)

0.00

0.5000

0.25

0.5987

0.50

0.6915

0.75

0.7734

1.00

0.8413

0.01

0.5040

0.26

0.6026

0.51

0.6950

0.76

0.7764

1.01

0.8438

0.02

0.5080

0.27

0.6064

0.52

0.6985

0.77

0.7794

1.02

0.8461

0.03

0.5120

0.28

0.6103

0.53

0.7019

0.78

0.7823

1.03

0.8485

0.04

0.5160

0.29

0.6141

0.54

0.7054

0.79

0.7852

1.04

0.8508

0.05

0.5199

0.30

0.6179

0.55

0.7088

0.80

0.7881

1.05

0.8531

0.06

0.5239

0.31

0.6217

0.56

0.7123

0.81

0.7910

1.06

0.8554

0.07

0.5279

0.32

0.6255

0.57

0.7157

0.82

0.7939

1.07

0.8577

0.08

0.5319

0.33

0.6293

0.58

0.7190

0.83

0.7967

1.08

0.8599

0.09

0.5359

0.34

0.6331

0.59

0.7224

0.84

0.7995

1.09

0.8621

0.10

0.5398

0.35

0.6368

0.60

0.7257

0.85

0.8023

1.10

0.8643

0.11

0.5438

0.36

0.6406

0.61

0.7291

0.86

0.8051

1.11

0.8665

0.12

0.5478

0.37

0.6443

0.62

0.7324

0.87

0.8078

1.12

0.8686

0.13

0.5517

0.38

0.6480

0.63

0.7357

0.88

0.8106

1.13

0.8708

0.14

0.5557

0.39

0.6517

0.64

0.7389

0.89

0.8133

1.14

0.8729

0.15

0.5596

0.40

0.6554

0.65

0.7422

0.90

0.8159

1.15

0.8749

0.16

0.5636

0.41

0.6591

0.66

0.7454

0.91

0.8186

1.16

0.8770

0.17

0.5675

0.42

0.6628

0.67

0.7486

0.92

0.8212

1.17

0.8790

0.18

0.5714

0.43

0.6664

0.68

0.7517

0.93

0.8238

1.18

0.8810

0.19

0.5753

0.44

0.6700

0.69

0.7549

0.94

0.8264

1.19

0.8830

0.20

0.5793

0.45

0.6736

0.70

0.7580

0.95

0.8289

1.20

0.8849

0.21

0.5832

0.46

0.6772

0.71

0.7611

0.96

0.8315

1.21

0.8869

0.22

0.5871

0.47

0.6808

0.72

0.7642

0.97

0.8340

1.22

0.8888

0.23

0.5910

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