Software Listing: X64 Monte Carlo Ray Tracer

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

Numerical integration with Monte Carlo method (on FPGA chip). Requirements: - Matlab/Simulink - Diamond IDE (3L) - FPGA Xilinx VIrtex II (SMT8036E) - 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
  • Picogen
  • License: Freeware
  • Price: 0.00
  • Rating

Picogen is an outdoor Monte Carlo ray tracing system designed to render large-scale terrain with realistic day/night-illumination and detailed plant populations. It also is a heightmap-creation tool, in which heightmaps are programmed in a syntax that reminds of LISP.
Whitted-Style Ray Tracer for quick previews, Rudimentary path tracer for high quality results, Partial implementation of Preetham's Sun-/Skylight Model, Procedural Heightmaps, though before rendering they are tesselated
Picogen License - GNU General Public License version 3.0 (GPLv3).

  • Platform: Linux, Unix, 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

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

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
  • 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

Ghoton is a fully integrated 3d modeller and ray tracer. Through the graphical interface, you can create/modify manipulate 3d scenes, material options, viewer options, and render quality..

  • Platform: Linux, Unix

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

A ray tracer written in 100% Java. The ray tracer package includes java libraries for rendering 3d graphics and a user interface..

  • Platform: Linux, Mac OS X, Unix, WinOther

A basic ray tracer written in the Scala language. Features includes photon mapping and a frontend written in Groovy. Planed features are volumetric lighting and shadow photons..

  • Platform: Linux, Mac OS X, WinOther

Simple Ray Tracer is a platform independepent 3D rendering engine using a technique known as Ray Tracing. The programming language is c++ and the code is object oriented, very simple, and intuitive. It provides a great foundation to learn ray tracing..

  • 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:

  • 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

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