Software Listing: Monte Carlo Analysis

Monte Carlo analysis is an enhancement to CPM and PERT methods built into MS Project. It enables project manager to run statistical simulation of possible project outcomes based on optimistic, pessimistic and most likely estimates..

  • Platform: Win2000, Windows 7, WinOther, WinVista

Numerical integration with Monte Carlo method (on FPGA chip). Requirements: - Matlab/Simulink - Diamond IDE (3L) - FPGA Xilinx VIrtex II (SMT8036E) http://www.sundance.com/web/files/static.asp?pagename=uni_offer_1) - Visual Studio (Optional) - Xilinx System Generator (Recommended) - Xilinx ISE (Recommended).

  • Platform: Matlab, Scripts

An example to price an Arithmetic Average fixed strike Call option in the Black-Scholes framework using Monte Carlo Control Variate.

  • Platform: Matlab, Scripts

Monte Carlo eXtreme, otherwise kown as MCX, is a Monte Carlo simulation tool for time-resolved photon transport in 3D turbid media.

It uses Graphics Processing Units (GPU) based massively parallel computing techniques and is extremely fast compared to the traditional single-threaded CPU-based simulations.

Using an nVIDIA 8800GT graphics card (14MP/114Cores), the acceleration is about 300x~400x compared to tMCimg running on a single core of Xeon 5120 CPU; this ratio can be as high as 700x with a GTX 280 GPU and 1400x with a GTX 470.


.

  • Platform: WinOther

The top rated J and L Financial Planner is a financial planning software program that allows you to create financial scenarios based on financial events through out your life. It makes your financial planning easy. You create the scenario based on your current financial status and future financial events. The J and L Financial Planner executes your scenario and displays the effects on your net worth through out a selected time span. Two of the main features of the program is the addition of a Monte Carlo Analysis, a Historical Return Analysis, and a Rule 72t calculator. The output is displayed in a text format that shows the yearly effects on up to 50 accounts, including investment, tax free, retirement, asset and equity accounts.

  • Platform: Win2000, WinOther

This set of files show some of the principles of Monte Carlo simulations, applied in the financial industry. this is the content of the web seminar called "Simulations de Monte Carlo en MATLAB". The slides are in French and a copy in English is also available You will find here : * how to code your own monte carlo simulation, for option pricing * a comparison of some of the Variance Reduction Technics * Benfeits of using MATLAB for MonteCarlo simulation.

  • Platform: Matlab, Scripts

RiskAMP is a full-featured Monte Carlo Simulation Engine for Microsoft Excel. With the RiskAMP Add-in, you can add Probability Simulation to your spreadsheet models or develop complex Monte Carlo simulation applications - quickly, easily, and for a fraction of the price of competing packages.The RiskAMP Add-in has everything you need to build complex Financial, Cost Planning, or Project Management spreadsheets, using a library of random probability and statistical analysis functions.The PERT distribution for cost and project modeling An easy-to-use wizard for creating tables and charts21 random distributions, including correlated multivariate normal 18 statistical analysis functions Comprehensive VBA integration.

  • Platform: Win2000, WinOther

Statscorer is a decision support software adding Monte Carlo simulation capabilities to your Excel spreadsheets, thus showing possible outcomes from models related to various areas (finance, risk management, engineering, ...). Statscorer has been designed to be as easy as possible and to offer a maximum of flexibility and interoperability with Microsoft Excel. You will be amazed at how Statscorer can take advantage of Excel's versatility to define a stochastic model simply the way you want. There is almost no modeling limit, unless you are limited yourself with Excel! Whereas competing products often focus on subsidiary features, Statscorer has been designed to allow in-depth stochastic modeling.

  • Platform: Win2000, Win7 x32, Win7 x64, WinOther, WinVista, WinVista x64

The x64 Tonatiuh project aims to create an open source, cutting-edge, accurate, and easy to use Monte Carlo ray tracer for the optical simulation of solar concentrating systems. It intends to advance the state-of-the-art of the simulation tools available for the design and analysis of solar concentrating systems, and to make those tools freely available to anyone interested in using and improving them. Some of the most relevant design goals of Tonatiuh are:

To develop a robust theoretical foundation that will facilitate the optical simulation of almost any type of solar concentrating systems.

  • Platform: Win7 x64, WinOther, WinVista x64

Full featured FREEWARE application. MCM ALchimia is the most simple, fast, friendly and multilingual Software to perform Monte Carlo simulations, focused mainly on the estimation of measurement uncertainties. This standalone application arrives to fill a gap in regard to the simulation with random variables specifically on the uncertainties of trial calculation, containing specifications that make it unique on the Internet. It does not use Mathlab, nor Excel, nor any 3rd part software. Just MCM ALchimia. You just need to put your math model, asign a probability distribution to each one, throw the simulation and wait just a few seconds to get, not only several hundred thousand of samples, but also sub-simulations, for each individual variable, obtaining values such as "sensitivity coefficients", which allow the analyst to find main...

  • Platform: Win2000, Win7 x64, Windows 7, WinOther, WinVista
  • TIP$TER
  • License: Freeware
  • Price: 0.00
  • Rating

When planning and saving for retirement, investors are confronted with a variety of investment choices, ranging from the very safe to very aggressive. There are 100s of Monte Carlo simulators and calculators to assist retirees in projecting a so-called "safe withdrawal rate" (SWR) from their volatile, equity-based portfolios that would minimize the risk of outliving their savings. But these tools do not compare those SWR projections with the safest -- and potentially less frugal -- alternative: funding one's retirement years with a portfolio of laddered Treasury Inflation Protected Securities ("TIPS"), fortified by a longevity annuity.

  • Platform: WinOther

A Monte Carlo simulation of Major League Baseball(TM), used to find the best strategies in a baseball game. The effect of different batting orders and the addition of one super-star can be tested and archived in retrosheet format..

  • Platform: Linux, Mac OS X, WinOther

MCX is a Monte Carlo simulation software for static or time-resolved photon transport in 3D media. It uses GPU-based massively parallel computing techniques and is extremely fast compared to the traditional single-threaded CPU-based simulations..

  • Platform: Linux, Mac OS X, WinOther

MCMLL is a C++ template library (header files only! : ) ) for machine learning with an emphasis on Monte-Carlo methods. It includes a large number of different (multi-threaded) Evolutionary Algorithms, Particle Filtering framework....

  • Platform: Linux, Unix

MCS is a tool that exploits the Monte Carlo method and, with a complex algorithm based on the PERT (Program Evaluation and Review Technique), it estimates a project's time. MCS is a opensource project and it was devolped by Java Programming Language..

  • Platform: Linux, Mac OS X, WinOther

Function for pricing basket option using Monte Carlo Simulation. You can specify if you want an American option. For American options, it follows LMS algorithm. You can choose to specify Averaging date, Average Price, Average type etc. asianbasket.m and europeanbasket.m are the files for pricing. basketset.m is the function to generate a structure which is used for pricing functions. testfile.m is an example. For LMS, it draws inspiration from the following page: http://leippold.googlepages.com/longstaffSchwartz2a.html.

  • Platform: Matlab, Scripts

To calculate an area S(A) of a figure A, bounded by a Jordan curve (which in our case is constructed by a cubic spline approximation) the Monte Carlo method is applied.

  • Platform: Matlab, Scripts

This practical function provides a tool for quickly including a random process within a Monte Carlo Simulation framework. The main input argument, is a string containing commands in Matlab syntax. Each execution of such string is an instance of a random process. The function expressionMCS samples an opened number of user-specified variables and expressions, by running the input string for N iterations. The function help is documented with four meaningful examples of various uses. The purpose of this function is to perform simple Monte Carlo testings for any kind of stochastic processes, without having to create a single .

  • Platform: Matlab, Scripts

This simple code shows how the Monte Carlo Chronological method works. This example is intended to be for educational purpose, generating an artificial history data vectors of a single component modeled in a two state Markov chain model and exponentially distributed. You just need to enter the number of experiments to determine the simulation time-span (recommended to be above 1000 experiments)and the MTTF and MTTR of the repairable component. As there is no convergence criteria, it is recommended that you run the simulation many times with a large number of experiments and of course, the same reliability data of the component.

  • Platform: Matlab, Scripts

Monte Carlo methods have long been used in computational finance to solve problems where analytical solutions are not feasible or are difficult to formulate. However, these methods are computationally intensive making it challenging to implement and adopt. In the last decade, advances in hardware, increasing processor speeds and decreasing costs have made it easier to adopt Monte Carlo methods to solve numerically intensive problems. With growing access to data and demand for quicker results, researchers are constantly looking for better ways to implement algorithms using Monte Carlo methods. In the Wilmott Magazine September 2011 article(http://www.

  • Platform: Matlab, Scripts

Page: 1 | 2 | 3 | 4 | 5 | Freeware

New Reviews


Windows Movie Maker

Windows movie maker, expressed as windows live movie maker in the latest updates, is a piece of video and picture editing software for windows (as the name of the software no doubt suggests) designed to be simple, easy to use while still keeping as ...


Audacity

Audacity is one of the few free audio recording programs out there, which is great for people like me who need to record audio on a regular basis. Audacity is more than just  the simple “microphone to MP3” software that many will ...


USB Guardian

Gone are the days when Floppies, magnetic tapes and rewritable disks were used to transfer data. Nowadays, USB Flash Drives are used to transfer files. USB Flash Drives are faster, cheaper, easier and more convenient way to transfer data. Along with ...


Key Launch

Key Launch is the time saving utility by Konrad Papala, helping you open your applications quicker than using the Start Menu. Instead of clicking the Start Button and using the your mouse or other pointing device to navigate through potentially ...


Intergalactic War

Inter galactic war is another free ware two dimensional shooter game, falling into the ever prevalent genre of top down shooters. As the title suggests, in inter galactic war you play as a space ship fighting enemy space ships as you fight your way ...


MarkdownPad

It is not really difficult to create basic webpages, having said that, if you don’t know about HTML, it can be a tedious task. HTML stands for Hypertext Markup Language which basically is used to create webpages. It is not a difficult language ...


IE Internet Security

IE Internet Security isn't the program that I thought it’d be. After a bit of Googling, I discovered that IE Internet Security is in fact embedded into one larger application called 1st Security Agent, which is an all in one tweaking ...


Arkout 3D Deluxe

Arkout 3d deluxe (or as we'll say from here on, simply arkout 3d) is a three dimensional re imagining of the classic concept of arcanoid, also known as brick or breakout. In the original arcanoid game, the aim is the move your baton across the ...


Advanced System Optimizer

Keeping your Computer fast, clean and error free is of utmost importance if you want to get most out of it. Over the passage of time, many personal computers get clogged with errors, unnecessary or duplicate files and shortcuts leading to fragmented ...



New Downloads

Efficient Diary Pro

Efficient Diary Pro is a
cross-platform, easy-to-use
and powerful electronic diary
software package. The product
has a ...

MoneyLine Professional
Edition

MoneyLine Professional tracks
all of your bank accounts and
spending in one place, so you
stay organized and in control
...

ExtraMAME

A small MS Windows compatible
game GUI wrapper for MAME, the
Multiple Arcade Machine
Emulator authored by Nicola
Salmoria ...

Check Writer III Plus macOS

Print checks and their
accompanying letter directly
from your Mac with this easy
to use check printing
application : ...

SqlBak

SqlBak provides a one-stop
solution for SQL backup,
restoration and monitoring,
complete with scheduling and
automatic ...

010 Editor

010 Editor is a professional
text/hex editor designed to
edit any file, drive, or
process on your machine. Use
our unique ...

NXLog Community Edition

NXLog is a free, open source,
centralized, modular,
multi-threaded,
high-performance log
management solution with ...

Disk Usage Analyzer Free

Disk Usage Analyzer Free - a
small utility that will help
you visualize how to allocate
space on your hard drive. Any
PC ...

NTFS Recovery Toolkit

NTFS recovery toolkit contains
file recovery tool, partition
recovery tool, partition
manager tool and disk editor
utility.



Related Searches

Horse Racing Monte Carlo Simulation
Monte Carlo Freeware
Carpet Traveller Monte Carlo
Monte Carlo Vba
Monte Carlo Craps
Monte Carlo Excel Mac
Monte Carlo Solitare
Download Software Monte Carlo
Excel Lottery Monte Carlo
Excel Monte Carlo Simulation Stocks
Excel Plot Points Monte Carlo
Excel Simulation Add Monte Carlo