Monte carlo simulation

[Pedram]

Hi

I need some sources about Monte carlo simulation , how to implement it in stock indices and what kind of software could be helpful?

If we want to compute the Value at risk using monte carlo simulation, how long does it takes to perform it ? ( for example in index with 30 securities)

Regards
Pedram
[email protected]

 

[kimosabe]

Check out http://tukhi.com. It is pretty bare bones but it is very fast for doing MC simulation in Excel. There is contact info on the site if you don't see what you need from them.

 

[Pedram]

Thanks Kimosabe
It was helpful.

Did you run monte carlo using any software ?
I want to know , approximately how long does it take ? ( say , index with 30 )

Thanks again