Monte Carlo Hotel
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 (62): Monte Carlo eXtreme 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 (22): Asian Option - Pricing using Monte Carlo Control Variate Method 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|
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 (219): MCM Alchimia 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|
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 (21): Pricing Basket Option Download|
Radio Monte Carlo Swiss addresses an audience which pursues a sophisticated and at the same time cosmopolitan lifestyle. Music format: Sound gems from the styles Pop, Lounge, Chill Out but also Nu Jazz, Nu Soul und World Music. Radio Monte Carlo Swiss is powered by spodtronic,...
|License: Freeware||Size: 3.7 MB||Download (7): RADIO MONTE CARLO SWISS 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|
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|
gkbench is a benchmark application using a multithreaded version of Monte Carlo method to estimate the value of pi. The program can be used to test the performance of modern hyper-threaded/ multi-core systems.
|License: Freeware||Size: 102.4 KB||Download (16): gkbench Download|
For the first time in history, for Monte-Carlo SBMs 150th anniversary, the famous wine cellar at the Hotel de Paris unveils its best kept treasures. Starting on 22 June and for 150 days, 150 Bordeaux Grands Crus wines will be available for an exceptional wine-tasting by the glass at the...
|License: Freeware||Size: 8.4 MB||Download (7): 150 wines Download|
The STP LJ2DMetropolis program is a Monte Carlo simulation of Lennard-Jones particles in two dimensions in contact with a heat bath. The default initial condition is a rectangular configuration of N=64 particles in a box of length L = 18 and a temperature T= 1. STP LJ2DMetropolis is part of a...
|License: Freeware||Size: 40.96 KB||Download (16): Lennard-Jones 2D Metropolis Download|
A real-time generalized financial derivatives calculator supporting over 136+ theoretical models from open source libraries. Matrices of prices are created with iterating strikes and/or months. A strike control system can produce any strike. A generalized date engine can calculate re-occuring...
|License: Freeware||Size: 6.3 MB||Download (96): OptionMatrix Download|
Risk matters to anyone who intends to start up with a new business project, whether it be a hot dog stand, a garage or an airplane factory. Your gut feeling is of the greatest relevance. But sometimes helpers have a different perspective than you and want something more tangible to decide on...
Platforms: Windows, *nix, Windows 7, Other
|License: Freeware||Size: 2.08 MB||Download (72): YourSim Download|
Project Risk Analysis is for Cost Engineering and Project Management pros who must develop cost estimates of known accuracy and risk on capital investment projects. Uses Monte Carlo Simulation to find the contingency needed to achieve any desired level of confidence. All statistical models are...
|License: Freeware||Size: 757.76 KB||Download (70): Project Risk Analysis Download|
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...
|License: Freeware||Size: 1.66 MB||Download (99): TIP$TER Download|