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Sample Monte Carlo

In this repository is sample Microsoft Excel documents. This document should serve as a sample of the number of capabilities of doing Monte Carlo simulation in Excel.

Created by Daniel O'Neil. Can be found on linkedin at https://www.linkedin.com/in/danieloneil124/

Table of Contents:

  1. Monte Carlo Simulation with Normal and Monte Carlo Integration
  • Sheet 1: Simulates Rolling Die for wage calculation. Demonstrates the value of Monte Carlo Simulation over Expected Value calculations.
  • Sheet 2: Monte Carlo Integration done for the radius of an arc of a circle, ellipse, and for a normal distribution. Serves as a rough approximation for the integral from 0 to some set value.

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