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 do not know of a library, but found this link - http://home.online.no/~pjacklam/notes/invnorm/ - describing an algoritm. It has implementations in a number of languages, but not C#. You could use the VB.NET version, or port it yourself.