Monte Carlo Analysis

The STP 1DIsing program is a Monte Carlo simulation of a one-dimensional Ising model in equilibrium with a heat bath at temperature T using the Metropolis algorithm. The default is N=64 spins up (s = 1) with no external field with heat bath temperature T=1. STP Ising1D is part of a suite of Open... Platforms: Mac

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. Platforms: *nix

Add-ins.com has over 50 Microsoft Excel add-ins that make Excel easier to use and save you time, plus downloadable books (full of examples) on how to write Excel macros. The add-ins range from the Spreadsheet Assistant, which adds many time saving features to Excel, to specialized add-ins like... Platforms: Windows

Two programs for the tolerance analysis of linear, 2D and 3D dimensional chains 1) Tolerance analysis of linear dimensional chains. The program is designed for tolerance analysis of linear (1D) dimensional chains. The program solves the following problems: - Tolerance analysis, synthesis and... Platforms: Windows

The Portfolio Optimization template identifies the optimal capital weightings for a portfolio of financial investments that gives the desired risk and return profile based on the correlation between individual investments. The design of the portfolio optimization model enables it to be applied... Platforms: Windows, Mac, Windows 8, Windows 7

RiskyProject is a project risk management and schedule risk analysis software. RiskyProject is seamlessly integrated with Microsoft Project and can be also executed as a standalone application. You can define project schedule in RiskyProject, Microsoft Project, or can import it from other project... Platforms: Windows, Windows 8, Windows 7

RiskyProject Lite is a schedule risk analysis software. RiskyProject Lite is seamlessly integrated with Microsoft Project and can be also executed as a standalone application. You can define project schedule in RiskyProject Lite, Microsoft Project, or can import it from other project management... Platforms: Windows, Windows 8, Windows 7

This is a cross-platform software package for econometric analysis, written in the C programming language. It is is free, open-source software. You may redistribute it and/or modify it under the terms of the GNU General Public License (GPL) as published by the Free Software Foundation. Features... Platforms: Windows, Mac, *nix, C/C++, BSD Solaris

RiskyProject Lite is project management software with integrated risk analysis. RiskyProject allows project managers to perform project planning, scheduling, quantitative risk analysis, and performance measurement of projects with multiple risks and uncertainties. RiskyProject Lite is designed... Platforms: Windows

Is a cross-platform software package for econometric analysis, written in the C programming language. It is free, open-source software. You may redistribute it and/or modify it under the terms of the GNU General Public License (GPL) as published by the Free Software Foundation. Features Easy... Platforms: Windows

The Portfolio Optimization model calculates the optimal capital weightings for a basket of investments that gives the highest return for the least risk. The unique design of the model enables it to be applied to either financial instrument or business portfolios. The ability to apply... Platforms: Windows

Play 11 popular and unique solitaire card games in the free verson of BigPatience! Additional features: customizing solitaires rules, multi-level undo, restarting the game, saving unfinished games, selectable decks and backs of cards, game statistics, the detailed help. Games included:... Platforms: Windows

This tool contains a serie of functionalities allowing you to boost analysis capacity and versatility in your Excel decision making models, as it includes the functions of several of our products: Build, analyze and manage multiple scenarios to any model quickly, easily and without having to... Platforms: Windows

HapCluster is a software package for linkage disequilibrium mapping.It is based on a Bayesian Markov-chain Monte Carlo (MCMC) method for fine-scale linkage-disequilibrium gene mapping using high-density marker maps. Platforms: C and C plus plus

This toolbox is a fully object-oriented toolbox with a GUI for Bayesian Wavelet Networks. It is easy to use.The training method is used here is one of powerfull, off-line training algorithm, called Hybrid Markov Chain Monte Carlo- based Bayesian Approach.Also, You can easily add your own function... Platforms: Matlab

The Hardy Weinberg equilibrium is a fundamental law in genetic.This function was deeply rewrited.If a locus is biallelic the function use the exact Hardy Weinberg test (similar to Fisher exact test) analyzing all possible tables. If you download TERNPLOT functions (ID:2299) the function plots a... Platforms: Matlab

A Zip file containing the examples that were used in the MathWorks webinar: "Pricing Derivatives Securities using MATLAB".Highlights:* Pricing a portfolio of vanilla options using Black-Scholes, a Binomial Tree and Monte Carlo simulation.* Pricing exotic options using the implied trinomial tree... Platforms: Matlab

These routines support the book "Risk and Asset Allocation" Springer Finance, by A. Meucci, see http://www.symmys.comThe routines include many new features:- more uni-, multi- and matrix-variate distributions- more copulas- more graphical representations- more analyses in terms of the... Platforms: Matlab

This GUI accepts the various constants needed to run a Black-Scholes calculation for pricing several European options:Put, Call, Straddle, Strangle, Bull Spread, Bear Spread, ButterflyIt plots the pricing surface for the appropriate option and then runs a number of Monte Carlo simulations (d Platforms: Matlab

A zip file containing the examples that were used in the webinar: "Teaching and Research of Computational Finance with MATLAB"Including:* GUI for pricing an options via CRR tree* Script for priocing via Finitie differences* GUI for pricing via the Monte Carlo method of Longstaff and Schwartz*... Platforms: Matlab