Search Results for "monte carlo simulation finance"

Programmer's library for random numbers. Also random number generator testing code. Intended for simulation, games and "Monte-Carlo" algorithms.

A user-friendly drawing and verification tool for Message Sequence Charts (MSC, HMSC) and UML Sequence Diagrams. Integrated with Microsoft Visio.

That project aims at studying the impact of IT systems interactions on traveller demand and airline revenues. Passenger demand is generated (Monte Carlo) and injected into simulated CRS and airline IT systems. Differential analysis is then performed on various changes compared to a bottom line scenario.

Free C++ toolkit to facilitate Monte-Carlo simulation. This is a library covered under the LGPL. "MCS-libre" stands for "Monte Carlo Simulation - libre". Documentation and examples are provided.

SPSens is a complete software package written in C that estimates parameter sensitivities for stochastic models of chemical and biochemical reaction networks using Monte Carlo (MC) stochastic simulations. It is possible to estimate sensitivities with respect to system parameters using the following algorithms: finite difference methods (crude monte carlo, common reaction path, coupled finite differences); likelihood ratio methods; and regularized pathwise derivatives. Additionally the package...

Tina's Random Number Generator Library (TRNG) is a state of the art C++ pseudo-random number generator library for sequential and parallel Monte Carlo simulations.

The Tomographic Image Reconstruction Interface of the Universite de Sherbrooke (TIRIUS) is a Qt-based user-interface software for reconstructing 3D images from data generated by real apparatus or generated by the GATE Monte Carlo simulator.

TAROT is a easy-to-use framework for Monte Carlo simulations in python. Calculations between different kinds of randomly distributed numbers are made as easy as basic arithmetics. Tarot provides an interactive graphical interface for interpretation.

The Molecular Modeling Templates, MMT is a C++ class library for molecular simulation applications. MMT serves as a code basis that can be easily extended and modified to perform Monte Carlo and molecular dynamics simulations.