Software for Quantitative Risk Analyses

On this page we tried to compose for our visitors a list of well known producers of Monte Carlo Simulation software.

Add-ins.com
Add-ins.com has over 50 Excel add-ins that make Excel easier to use and save you time, plus downloadable books (full of examples) on how to write Excel macros. The add-ins range from the Spreadsheet Assistant, which adds many time saving features to Excel, to specialized add-ins like the Risk Analyzer and Duplicate Finder.
Looking for an alternative to risk analysis programs that cost hundreds of dollars? Want to still be able to share your workbooks with others (the expensive ones modify workbooks so they are not shareable)? Checkout the Risk Analyzer, an easy to use, menu driven monte carlo analyzer available at Add-Ins.com.
If you are evaluating an investment proposal, a new business, a budget, or any proposal involving financial risk, then the Risk Analyzer available at Add-Ins.com is the tool for you! The Risk Analyzer gives you tables and graphics that illustrate the risks of the proposal. Word and Power Point presentations using these calculations and graphs show that you have looked at the upsides and downsides of your proposal. The Risk Analyzer is the easiest to use decision and risk analysis program that one can find. It is extremely fast, flexible, and completely menu driven.

Decision Support Services - Prof. Michael R. Middleton - University of San Francisco (USF)
Prof. Middleton is the Producer of  TreePlan (Decision Tree Add-In), SensIt (Sensitivity Analysis Add-In) and RiskSim (Monte Carlo Simulation Add-In). All three Excel add-in are available for immediate download from the internet sites www.treeplan.com or www.decisiontoolpak.com. These add-ins are very useful for beginners in quantitative risk analyses and of good value.

Gravity Investments
Gravity Investments' 3-D asset allocation software provides investors with a powerful portfolio optimization tool, unequalled insight and analysis and a superior system for maximizing diversification.

GoldSim
GoldSim is a powerful and flexible platform for visualizing and dynamically simulating nearly any kind of physical, financial or organizational system. You build a model in an intuitive manner by literally drawing a picture (an influence diagram) of your system. In a sense, GoldSim is like a "visual spreadsheet" that allows you to graphically create and manipulate data and equations. GoldSim moves beyond spreadsheets, however, by making it much easier for you to evaluate how systems evolve over time, and predict their future behavior.

Kellogg Graduate School of Management, Northwestern University
From this site you can download an Excel-Add-In with the name  Simtools.xla. This Monte Carlo Simulation-Tool has been written by Roger Myerson and offers good risk-modeling features to its users. It is easy to use and free!

Lumina Decision Systems
Producer of Analytica Software. Analytica is a powerful influence diagram modeling tool.

MixFit
The programs FIT and DFIT find maximum likelihood estimates for 20 continuous and 16 discrete distributions respectively. They also produce estimates of the covariance matrix of the estimators as well as graphs that illustrate the quality of the fit. The chi-square goodness-of-fit test is also performed. The program CR evaluates probabilities for the collective risk model. Frequencies used can be any of the models used in DFIT while severities can be any of the models from FIT or a model entered by the user. In all cases the probabilities are obtained using recursive formulas. Prior to the recursion, individual or aggregate deductibles, limits, or coinsurances may be applied.
It is free.
Download now: http://www.cbpa.drake.edu/MixFit/redirect.asp?id=3&type=dw

Palisade Corporation
Publishes @RISK, BestFit, RiskView, PrecisionTree, Evolver, etc. One of the very best tools in this field and it is also based around the MS Excel modeling environment. It is user friendly and we also recommend it to beginners in quantitative risk analyses.

Pertmaster Software
Producer of a project risk analyses software called Pertmaster which gives you the power to plan and track projects using bar charts, precedence networks, resources and cost management facilities. Its Monte Carlo risk analysis tools allows you to quantify and manage project risks.

Primavera
Publisher of Monte Carlo, an  add-in to a project planning software called PRIMAVERA.

SimulAr
Decisions under uncertainty conditions. SimulAr is a program developed as a complement of Microsoft Excel (Add-In), simple and flexible, allowing the user to handle in a well-known environment. SimulAr focuses in the method denominated "Monte Carlo Simulation" to make a risk analysis.

Statgraphics
Discover why STATGRAPHICS Plus Version 5 takes you to a new dimension in data analysis. You'll find it to be the easiest-to-learn, easiest-to-use PC-based statistics package on the market, with an intuitive design that makes your everyday data analysis easier than you ever imagined.
With over 250 statistical procedures to choose from, STATGRAPHICS Plus has what you're looking for. The Standard Edition gives you all of the day-to-day statistical tools you need. But if you're looking for even more analyses, choose STATGRAPHICS Plus Quality and Design Edition or STATGRAPHICS Plus Professional Edition.

TreeAge
TreeAge Software, Inc. publishes the TreeAge Pro family of software packages, which are used to build, analyze and distribute decision trees, Markov models and influence diagrams. Thousands of professionals in many fields and industries use our software to perform a variety of tasks associated with assessing risk and evaluating uncertainty including; decision analysis, cost-effectiveness analysis, Monte Carlo simulations and much more ...

Vanguard
Vanguard publishes a decision analysis tool with a very fast Monte Carlo Simulation.

 

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