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...
|License: Freeware||Download (55): Monte Carlo eXtreme Download|
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 availableYou will find here :* how to code your...
|License: Freeware||Size: 399.36 KB||Download (23): Monte Carlo simulations using MATLAB Download|
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...
|License: Freeware||Size: 20.57 MB||Download (22): NUMERICAL INTEGRATION WITH MONTE CARLO METHOD ON FPGA BOARD Download|
An example to price an Arithmetic Average fixed strike Call option in the Black-Scholes framework using Monte Carlo Control Variate
|License: Freeware||Size: 10 KB||Download (21): Asian Option - Pricing using Monte Carlo Control Variate Method Download|
The Monte Carlo Pi program program uses a Monte Carlo routine to approximate pi by approximating the area of a unit circle. The program is distributed as a ready-to-run (compiled) Java archive. Double-clicking the ejs_stp_MonteCarloPi.jar file will run the program if Java is installed on your...
|License: Shareware||Cost: $0.00 USD||Size: 1.32 MB||Download (16): STP Monte Carlo Pi Model Download|
Overiew - Q-Pro 2.0 combines a simple math scripting language with the Monte-Carlo method to produce a powerful analysis tool. It is designed for engineers, scientists and academics who want to work with the Monte-Carlo method without the overhead and complexity of a programming language....
|License: Commercial||Cost: $149.00 USD||Size: 3.03 MB||Download (314): Q-Pro 2.0 Download|
Blackjack basic strategy calculator project is a Monte Carlo basic strategy calculator. bsc finds the Blackjack strategy through the Monte Carlo method. It analyzes each situation with adaptive depth, and is generally optimized for speed. The rules are hard coded for the authors local...
|License: Freeware||Size: 55.3 KB||Download (203): Blackjack basic strategy calculator Download|
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...
|License: Freeware||Size: 704 KB||Download (218): MCM Alchimia Download|
Analyse risks and make better decisions using Monte Carlo simulation. Stand-alone app that includes drag-n-drop interface, tons of examples and 'What-If' analysis. Produces lots of graphs and charts to help understand the results.While not required, it works great with Excel giving your...
|License: Shareware||Cost: $149.00 USD||Size: 8.49 MB||Download (80): iDecide: Personal Edition Download|
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...
|License: Shareware||Cost: $65.00 USD||Size: 3.29 MB||Download (37): Statscorer Download|
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.
Platforms: Windows, Mac, Linux
|License: Freeware||Size: 52.85 KB||Download (32): Monte Carlo Baseball Simulation Download|
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.
Platforms: Windows, Mac, Linux
|License: Freeware||Size: 993.67 KB||Download (29): Monte Carlo eXtreme (MCX) Download|
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.
Platforms: Windows, Mac, Linux
|License: Freeware||Size: 2.2 MB||Download (33): Monte Carlo Simulations Download|
This program performs a Monte Carlo simulation of a coherent QPSK communication system and plot the error probability performance over additive whit Gaussian noise channel. The detection is based on correlation metric. Simulation is performed for 10,000 bits and measurements are made accordingly.
|License: Freeware||Size: 10 KB||Download (18): Coherent QPSK simulation and BER vs. SNR curve Download|
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....
|License: Freeware||Size: 10 KB||Download (20): Pricing Basket Option Download|
The solution of the nearest correlation matrix applies the hypershpere or spectral decomposition methods as outlined in Monte Carlo methods in Finance by Peter Jackel, Chapter 6.Use CorrelationExample.m that applies a simple example for the two cases.
|License: Freeware||Size: 10 KB||Download (18): Salvaging a Linear Correlation Matrix Download|
To calculate an area S(A) of a figure A, bounded by a Jordan curve (which in our case is constructed by a cubic splineapproximation) the Monte Carlo method is applied
|License: Shareware||Cost: $0.00 USD||Size: 10 KB||Download (18): Monte Carlo method for estimating plane figure area Download|
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 expressionMCSsamples...
|License: Shareware||Cost: $0.00 USD||Size: 10 KB||Download (21): Practical Monte Carlo Simulation Tool Download|
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...
|License: Shareware||Cost: $0.00 USD||Size: 10 KB||Download (18): One Single Component Reliability Monte Carlo Chronological Method Download|
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...
|License: Shareware||Cost: $0.00 USD||Size: 552.96 KB||Download (21): Approaches to implementing Monte Carlo methods in MATLAB Download|