Is there a C# library that will perform the Excel NORMINV function?

Question

I\'m running some Monte Carlo simulations and making extensive use of the Excel function NORM.INV using Office Interrop. This functions takes three arguments (probability, a

Answer 1

I was also needing a C# implementation of NORMINV, the closest thing I found was a C++ implementation http://www.wilmott.com/messageview.cfm?catid=10&threadid=38771, so I made a quick and dirty translation to C#, the details here http://weblogs.asp.net/esanchez/archive/2010/07/29/a-quick-and-dirty-implementation-of-excel-norminv-function-in-c.aspx. I have made only a few basic tests so be careful if you decide to use it, anyway, hope it helps!