To study very fast transients in transformers, computing the winding inductance matrix at very high frequencies (MHz) is required. The air-core approximation formulas cannot be used for this purpose because at very high frequencies the core behaves as a magnetic insulating wall and so the distribution of the magnetic field is quite different from that of air-core inductors. This paper presents new analytical methods for computing the winding inductance matrix at very high frequencies considering the presence of the core. A simple method, based on numerical integration of the vector potential functions, is described for the calculation of inductance outside the core window. For the region inside the core window, two different analytical solutions are developed and inductance formulas are extracted. The final expressions are simple and fast convergent. Comparisons with finite-element method simulations prove the high accuracy of the technique.