# Cash-or-nothing and Asset-or-nothing price derivation

I was wondering how to derive the price of a cash-or-nothing and asset-or-nothing option by trying to work out the expectation under the risk-neutral measure, while assuming that the underlying follows a Geometric Brownian motion.

I know that the value of the Asset-or-nothing call is supposed to be $$Value = S_0\Phi(d_1)$$

Furthermore the value of the Cash-or-nothing call should be $$Value = e^{-rT}A\Phi(d2)$$, if we assume that it pays out A if $$S_T > K$$.

Yet I don't know how to derive these results myself, and I haven't been able to find a book that does it