Monte Retzlaff Gillette Wy
The Metropolis-Hastings Sampler is the most common Markov-Chain-Monte-Carlo (MCMC) algorithm used to sample from arbitrary probability density functions (PDF). Suppose you want to simulate samples from a random variable which can be described by an arbitrary PDF, i.e., any function which...
Platforms: Windows, Mac, *nix, Python, BSD Solaris
License: Freeware | Download (56): Metropolis-Hastings Sampler Download |
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
License: Freeware | Size: 8.7 MB | Download (56): EasyPlanEx HOME Download |
SolSuite 2006 is a high-quality collection of 461 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
License: Shareware | Cost: $19.95 USD | Size: 9.97 MB | Download (56): SolSuite 2006 - Solitaire Card Games 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...
Platforms: Matlab
License: Freeware | Size: 399.36 KB | Download (55): Monte Carlo simulations using MATLAB 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....
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (54): Pricing Basket Option Download |
An example to price an Arithmetic Average fixed strike Call option in the Black-Scholes framework using Monte Carlo Control Variate
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (53): Asian Option - Pricing using Monte Carlo Control Variate Method Download |
Inyo is a Monte Carlo-based global illumination renderer written in Java.
Platforms: Windows, Mac, Linux
License: Freeware | Size: 1.12 MB | Download (53): Inyo Renderer Download |
As a coursework, we are required to price a double barriers knock-in binary put option. We used finite difference method in 24 ways and multinomial lattice in 12 ways. We also implemented analytic and Markov chain method. At the end, we compared these four methods and Monte Carlo method.In this...
Platforms: Matlab
License: Freeware | Size: 358.4 KB | Download (53): An Example of Markov Chain and multinominal option pricing Download |
BestCurFit calculates the parameters of 12 curves using the method of Linear Least Squares, fitting each curve to user data. The nonlinear equations are linearized. The obtained parameters are used for following optimization procedure using Simplex and Gauss-Newton algorithm. If it does not...
Platforms: Windows
License: Freeware | Size: 1.81 MB | Download (53): BestCurFit Download |
Prepare for any casino visit or just have fun mastering the world's favorite table game in Blackjack World Pro. Six beautiful casinos have been included: Las Vegas Strip, Las Vegas Downtown, Reno, Atlantic City, Monte Carlo, and Macao. Alternatively, buil
Platforms: Mac
License: Shareware | Cost: $4.99 USD | Size: 38.2 MB | Download (53): Blackjack World Pro Download |
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
License: Shareware | Cost: $0.00 USD | Size: 71.68 KB | Download (52): Pricing American Options Download |
Indigo Renderer is a 3D rendering software that uses unbiased rendering technologies to create photo-realistic images. In doing so, Indigo uses equations that simulate the behavior of light, with no approximations or guesses taken. By accurately simulating all the interactions of light, Indigo is...
Platforms: Windows
License: Shareware | Cost: $835.00 USD | Size: 24.68 MB | Download (52): Indigo Renderer Download |
Indigo Renderer is a 3D rendering software that uses unbiased rendering technologies to create photo-realistic images. In doing so, Indigo uses equations that simulate the behavior of light, with no approximations or guesses taken. By accurately simulating all the interactions of light, Indigo is...
Platforms: Windows
License: Shareware | Cost: $835.00 USD | Size: 27.6 MB | Download (52): Indigo Renderer 64bit Download |
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
License: Shareware | Cost: $699.00 USD | Size: 11.1 MB | Download (52): RiskyProject Professional Download |
The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance. QuantLib is a free/open-source library for modeling, trading, and risk management in real-life. QuantLib is written in C++ with a clean object model, and is then exported to different...
Platforms: Windows, Mac, *nix, C/C++, BSD Solaris
License: Freeware | Download (52): QuantLib Download |
ALAMOUTI performs Monte-Carlo simulation and estimates Bit Error Rate (BER) of Alamouti Scheme [1] over Rayleigh channel. The scheme presumes 2 transmit (Tx) and arbitrary number of receive (Rx) elements. If Rx=1 (one receive element) the ALAMOUTI is transformed to the order 2 transmit diversity...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (51): Alamouti Scheme with GUI Download |
Screensaver of Assisi, Italy. Assisi in Italy stretches out on the slopes of the Monte Subasio, above the plain where the Topino and Chiascio rivers flow. Nearby, places which are connected with the life of St. Francis can be visited, sich as the Eremitage of the Prisons, immersed in a thick wood...
Platforms: Windows
License: Freeware | Size: 6.4 MB | Download (51): Hotels Assisi - Hotel 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...
Platforms: Matlab
License: Freeware | Size: 20.57 MB | Download (50): NUMERICAL INTEGRATION WITH MONTE CARLO METHOD ON FPGA BOARD 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...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (50): Practical Monte Carlo Simulation Tool Download |
A Monte Carlo Micro Black Hole event generator for Particle Physics.
Platforms: Windows, Mac, Linux
License: Freeware | Size: 626.61 KB | Download (50): BlackMax Download |