Solution:
I would recommend using wordpress standard ajax for that instead of making an ajax call to your own php file:
add_action('wp_ajax_yourfunction', 'yourfunction');
add_action('wp_ajax_nopriv_yourfunction', 'yourfunction');
function nsds_change_password() {
//your functional part goes here
}
Anf then in ajax call use admin ajax url which can be output beforehand like this:
<script type='text/javascript'> var ajaxurl = "echo admin_url('admin-ajax.php'); "; </script>
and the use ajaxurl as a variable and set additonal action parameter wich will be your function name.