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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...

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...

.NET in Linux (and something about numerical analysis)

Every few months news emerge about the Mono project : spearheaded by Miguel de Icaza in order to have a Linux .NET implementation that would allow to more easily create Windows like applications in Linux, Mono has managed to implement a good C# compiler...
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