Condition density of random variables with Weibull distribution

Question

This is from the book introduction to Heavy-Tailed & sub exponential distribution by Foss. $F_α(x)=e^{−x^{α} } , x≥0, (1.7) $ and hence density $f_α(x)=αx^{α−1} e^{−x^{α} } , x ≥ 0, $ for some shape parameter $α > 0.$ " Let $\xi_1$ and $\xi_2$ be independent random variables with common Weibull distribution function $F_α$ as given by (1.7). We consider the distribution of the random variable $\frac{ξ_1} {d} $conditional on the sum $ξ_1 +ξ_2 = d$ for varying values of d and the shape parameter $α$. This conditional distribution has density $g_{α,d}$ where $g_{α,d} (z)=c[z(1−z)]^{α−1} e^{−d^{α} (z^{α} +(1−z)^{α} )} , (1.8)$ for the appropriate normalising constant c"
I want to know how this conditional density is derived? Shouldn't there be a denominator for marginal density? How come the answer is just the product of two densities? –