If you don't have a Swiss army knife with a saw blade it can be a little tricky to cut the nocks on the back of arrows. It's even harder to cut the deep notch needed to attach a stone or glass arrow point. There is a way to make those notches with nothing but a knife blade. This was taught to me by the old man who was my mentor in the wilderness. I'm not sure where he learned it, but it's a pretty good trick.
First of all you need to cut your arrow shafts about six inch longer on the front and back than you want the finished arrow to be. The reason for this extra length will become apparent in a moment.
Now to cut a nock in the back you need to take your knife and make a couple of little cuts on opposite sides of the shaft at the point that you want to be the back of your arrow. Make these cuts about one-eighth of an inch deep.
Now turn the shaft 90 degrees, drop down about three-eighths of an inch, and make two more cuts on opposite sides of the shaft.
Now for this next part you really need to look at the picture because it's kind of hard to explain. You're going to grab hold of the extra shaft length above the soon-to-be nock and pull it gently toward one of the top cuts. Then you're going to push it in the opposite direction toward the other top cut. As you rock the shaft back and forth, the grain of the wood should separate and run down from the two cuts.
Now start rocking the part that you are holding again, but this time you want to rock it ninety degrees from how you did the first time. In other words, if you were pushing forward and backward the first time; now you want to be rocking from side to side.
Put some more pressure into the motion until the bottom cuts snap and come loose. You should now be left with an arrow that has a nock in it.
Do the same thing on the front of the arrow only make the notch longer, about three-quarters of an inch. This will give you a nice deep notch to seat an arrowhead in.
I wouldn't use this method to make a nice finished arrow, but for a quickie, survival type arrow it's a good trick to know.