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Sunday, August 08, 2010 11:24 PM

A quick and dirty implementation of Excel NORMINV in F#

A couple of weeks ago I posted an example implementation of Excel NORMINV function in C#, in there I mentioned that what I actually needed was an F# version, but I used C# as an stepping stone moving from the C++ version I originally found. Well, here...
Posted by Edgar Sánchez | 2 comment(s)
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Thursday, July 29, 2010 5:19 PM

A quick and dirty implementation of Excel NORMINV function in C#

We are piloting the implementation of some financial risk models in F#, it so happens that the models are already implemented in Excel, so I was slowly digging out the formulas in the cells and translating them to F#. Everything was going fine until I...
Posted by Edgar Sánchez | 16 comment(s)
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