C++ and math.

So I recently migrated from Matlab to C++, on the account of being in the finance industry which insists on maintaining C++ as the standard. However, as I'm groping around with this thing I can't help but wonder about the seeming lack of household math functions within the standard C++ packages. I've so far been unable to find a quick way to generate a normally distributed random value for example, which takes about 8 seconds in Matlab. Is C++ really this painful when it comes to basic math or am I missing some obvious and celebrated math package out there?
Thanks for the help, this will definitely get me started.
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