Monte Carlo Simulation

Computes BER v EbNo curve for convolutional encoding / soft decision Viterbi decoding scheme assuming BPSK.Brute force Monte Carlo approach is unsatisfactory (takes too long) to find the BER curve.The computation uses a quasi-analytic (QA) technique that relies on the estimation (approximate one)... 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

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

Compute the estimated average number of coin tosses (or dice throws) to get a given sequence of Heads-and-Tails (or a sequence of intergers ranging from 1 to 6)The inputs are:- The Sequence (row vector)- The Number of Monte-Carlo SimulationsThe outputs are the estimated (Monte-Carlo) expectation... 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

Chi-square tests of homogeneity and independence.Computes the P-value for I x J - table row/col independence.Ref.: DeltaProt toolbox at http://services.cbu.uib.no/software/deltaprot/Input:X: data matrix (I x J -table) of the observed frequency cells.method: 'RC': Read-Cressie power divergence... Platforms: Matlab

A collection of M-Files that provide a succesful implementation of the difficult problem of numerical computation of multivariate normal probabilities. This is very useful for the distributed detection with nuisance parameters and in classical multivariate problems. Two methods are used for which... Platforms: Matlab

This software allows you perform six degree of freedom simulations of High Power Rocket (HPR) and model rocket flights. Parachute descent is also simulated. 3D flight trajectories are produced as well as detailed tabular flight data. Running in Monte Carlo mode allows generates multiple possible... Platforms: Mac

rgen is a library consisting of random number generator and data accumulation classes. Its envisioned purpose is in the development of Monte Carlo simulations where the ability to readily substitute a variety of random generators may be used to assess the influence of the underlying random number... Platforms: *nix

Clustertech Parallel Environment (CPE) is a C++ software platform which facilitates the development, deployment and execution of parallel applications, unifying and greatly simplifying the process. The project provides optimized domain specific libraries for Monte Carlo (MC) simulation and for... Platforms: *nix

gjrand is a programmer's library for pseudo-random numbers. gjrand library includes random number generator testing code and is intended for simulation, games, and "Monte-Carlo" algorithms. It produces pseudo-random numbers of the types: uniform integers, uniform reals, normally distributed... Platforms: Mac

Cambridge Rocketry Simulator was designed as a simple and handy tool that allows you to perform six degree of freedom simulations of High Power Rocket (HPR) and model rocket flights. The parachute descent is also simulated. 3D flight trajectories are produced as well as detailed tabular flight... Platforms: Windows, Windows Vista, 7

AtomSim is specially designed as a collection of interfaces to forcefield-based simulators. The software can be used for a variety of phenomena, from MD to Monte Carlo, for atomistic systems. At a scripting level, it is a collection of Python wrappers to well-known engines such as General... Platforms: Windows

EASYPLANEX is a software application that provides a COMPREHENSIVE SOLUTION for evaluating and optimizing any type of financial problems, because it allows the following: 1. Understandable models 2. Reliable results 3. Automatic documentation of the project 4. Library of reusable projects... Platforms: Windows

Ten demos, most of which are shown at The MathWork's financial modeling seminars. All of the demos are in their own folders, which contain the code, and a ReadMe file that explains what the demos do and gives directions on how to run it. The ReadMe also mentions which Toolboxes are needed for... Platforms: Matlab

The codes follow the paper Radkov P. and Minkova L. (2011) "Assessing bank's default probability using the ASRF model", Serials Publications' IJTMM, to derivation of implied default probabilities from the Vasicek model (asymptotic single risk factor model) and Basel 2 framework. The method for... Platforms: Matlab

Permutation or randomisation tests are a useful alternative to more standard parametric tests for analysing experimental data. They have the advantage of making no distributional assumptions (such as Normality)about the data, while remaining as powerful as more standard tests. The t-test assumes... Platforms: Matlab

SolSuite 2004 is a high-quality collection of 406 different Solitaire Card Games with an excellent interface providing good graphics and animation. All your favorite Card Games are implemented: Klondike, FreeCell, Spider, Pyramid, Golf, Busy Aces, Canfield, Forty Thieves, Diplomat, Four Seasons,... Platforms: Windows

123 FREE Solitaire is an exciting collection of many different Solitaire Card Games that features good layout, fast game play, rich sounds, extensive options, and good help. 123 Free Solitaire includes twelve great solitaire games: Carpet, Eighteens, FreeCell, Grandfather's Clock, Klondike, La... Platforms: Windows

This almost endless selection of solitaire games is a must-have for solitaire lovers. BVS Solitaire Collection is a collection of 450 solitaire card games with custom card sets and backgrounds. You will be able to learn solitaires not found elsewhere. BVS Solitaire Collection includes over... Platforms: Windows