Software Listing: Monte Carlo Simulations

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

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

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.


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  • Platform: WinOther

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

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

RiskyProject Lite is project management software with integrated risk analysis. RiskyProject Lite helps project managers to plan the project and determine how risks will affect project schedules. RiskyProject allows the manager to create a project schedule and risks or import them from other project management software, perform quantitative risk analysis, and track project performance with risks and uncertainties. RiskyProject Lite was designed especially for project managers without any prior knowledge of risk analysis theory. With it, you can define a project schedule: tasks, dependencies, constraints, resources, and costs.

  • Platform: Win2000, WinOther

This project is intended to perform Monte-Carlo-Simulations to calculate small clusters (2 to 13 atoms) of the rare gas "argon"..

  • Platform: WinOther

CHIMP aims to provide a complete suite of tools for the investigation and modeling of chemical systems. It currently is able to parse chemical reaction mechanisms and run kinetic Monte Carlo simulations on the reacting system..

  • Platform: Linux, Unix
  • clupan
  • License: Freeware
  • Price: 0.00
  • Rating

clupan is a tool for performing the cluster expansion and several Monte Carlo simulations in multicomponent alloys. clupan can be used for predicting ground state structures and evaluating phase diagrams on the basis of results of DFT calculations..

  • Platform: Linux
  • Phaistos
  • License: Freeware
  • Price: 0.00
  • Rating

Phaistos is a framework for all-atom Monte Carlo simulations of proteins. It incorporates several advanced probabilistic models of protein structure for conformational sampling, efficient move-algorithms and the OPLS and PROFASI forcefields..

  • Platform: Linux, Unix
  • MANIKK
  • License: Freeware
  • Price: 0.00
  • Rating

MANIKK is a toolkit for generating numerical interaction parameters -- describing the interaction between metallic atoms in a coherent lattice -- and for performing numerical Monte Carlo-simulations of physical properties of alloy systems.
MANIKK License - GNU General Public License (GPL).

  • Platform: 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

EMC: Enhanced Monte Carlo; A multi-purpose modular and easy extendable solution to molecular and mesoscale simulations
EMC: Enhanced Monte Carlo License - GNU General Public License (GPL).

  • Platform: WinOther

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
  • 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

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

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

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

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

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