monte carlo simulation help


heeb
06-24-2007, 06:40 PM
hello,
i am trying to perform a monte carlo simulation in C++. i am new to programming. does anyone have any sample code for doing such simulations using correlated distributions? any help and direction would be appreciated.

thanks,
oren

simulation11
05-04-2009, 03:55 AM
I have found a site
http://www.codeproject.com/KB/recipes/monte_carlo.aspx
Hope this can help you.:)

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meow44
06-04-2009, 11:17 AM
simulation rachat de credit (http://simulationrachatdecredit.org)
thanks for the link. i'll check it out later :p

kaka
06-24-2009, 08:52 PM
thank for sharing :D

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