Mersenne Twister in EXCEL
- Numerical Technologies
gives excel-add-in for Gaussian distribution et.al. for value at risk.
(2002/1/8)
-
Greg Hood
used MT19937 as the default PRNG
in his
Excel add-in for Monte Carlo simulation
.
The add-in calls a Borland Delphi DLL,
and he used the Delphi/Assembler implementation
by Andrew N. Driazgov (MTdelphi.zip).
-
RiskServers gives us Mersenne Twister Excel C (Xll) Add-In with an on-line help and a demo sheet. It implements mt19937ar.c (2002 version, newest initialization scheme at present 2004). (2004/Aug. 9th)
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