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High-Speed Monte Carlo
Simulation in
Microsoft Excel on
Compaq ProLiant Hardware
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Companies in a wide range of industries use Monte Carlo simulation to analyze risks and guide decisions.@RISK, a simulation add-in to Microsoft Excel from Palisade Corporation, is the choice of many corporations worldwide for complex risk and decision analysis. However, as the use of these innovative techniques has grown, so has the complexity and size of the models processed. Longer and longer analysis runtimes are brought on by the repetitive recalculation that is required by @RISK’s Monte Carlo simulation. Runs of several hours are commonplace, and runs that take days are not unknown.
Speed Your Analysis
The @RISK ® Monte Carlo Server (MCS) dramatically speeds up @RISK for Excel simulations. Run larger models significantly faster, allowing more frequent model analysis as underlying conditions or assumptions change. The @RISK MCS is also scalable, with a near linear increase in performance added with each additional CPU added. This is especially evident on Compaq’s ProLiant 8-way servers, available 3Q99, and co-developed system architecture by Compaq & Intel.
Jointly Developed and Supported
Compaq Computer Corporation and Palisade Corporation jointly developed the @RISK Monte Carlo Server for use by a wide range of industries including securities, insurance, banking, engineering and government agencies.
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A Seamless Solution 
The @RISK MCS provides full compatibility with standard desktop @RISK for Excel models. All probability functions, sampling types, macros and results reporting are supported. Users use the same models and assumptions as before, with just a single key-press enabling an accelerated @RISK MCS simulation.
An Enterprise Solution
The @RISK MCS allows multiple users to run simulations simultaneously. All routing of jobs and simulation processing is transparent to each user – they can monitor the progress of their simulation just as if it was running on their PC only.
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Real Time Decision Making
Risk information is often required on a near real-time basis. In the securities industry, for example, the risk and return of portfolios comprised of thousands of different securities – each with a different possible future price path - is often calculated using Monte Carlo simulation. This is a time consuming simulation which is re-run as market conditions, current prices and portfolio components change. The @RISK MCS allows the largest models to be run in a timely fashion, generating the critical information needed for real-time decision making.
Uses "Appliance" Servers 
The @RISK MCS is available on a dedicated 8-CPU Compaq ProLiant server for top simulation performance in a single platform. A desktop @RISK for Excel user can run simulations nearly eight times faster without using networked PCs or accessing data center servers.
Workfarm Computing Solutions
The @RISK MCS can also operate on a cluster of Compaq Windows NT computers called a workfarm. This cluster of computers is capable of running multiple copies @RISK for Excel and Palisade’s @RISKAccelerator software. @RISKAccelerator maximizes the utilization of all computers in the cluster
by distributing a simulation among all the available processors. RISKAccelerator monitors simulation progress, merging results from simulation activity executed on each processor. This is a highly scaleable solution, with additional simulation performance benefits gained by simply adding additional CPUs to the workfarm.
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The Mostly Widely Used Risk Analysis Solution
@RISK from Palisade Corporation is the world’s leading software package for performing risk analysis through Monte Carlo simulation. Available as an add-in for Microsoft Excel, Lotus 1-2-3, Microsoft Project and in other formats, @RISK allows users to simulate models which are affected by uncertainty to determine expected results along with probabilities of different outcomes occurring. These simulations use repetitive calculations of a model under different scenarios to generate results and probability information.
Compatibility with Microsoft Excel
The @RISK MCS simulates models built in Microsoft Excel, the industry standard modeling environment on industry standard Compaq ProLiant hardware. Existing Excel spreadsheets can be easily analyzed using @RISK, while allowing end users to update and customize as necessary. Custom applications based on @RISK can be created using Excel VBA, C++ or other programming languages.
Provides Necessary Data on Risk
Risk is an overriding factor affecting decisions made in today’s complex and rapidly changing business environment. Huge losses resulting from poor decisions made without accurately assessing risk have only highlighted the need for proper risk analysis. Simulations run using the @RISK MCS show the likelihood of different events occurring, providing decision makers with the information they need to make informed choices. Find out not only what is most likely to occur, but also the chance you will achieve it. See the possibility of poor or positive outcomes, and their probability of occurrence.
Integrated Solution
@RISK MCS is a complete solution integrated into the customer’ s environment. Large Workfarm installations can be shared among multiple @RISK for Excel users at a single site. @RISK MCS is a turnkey solution fully integrated at both the front and the back end.
High Capacity
The @RISK ® MCS can be installed in a workfarm on a rack of computers that are truly a “tower of power.” This high-capacity solution can simulate the largest, most complex models in a matter of minutes.
Contact Information
Compaq ECS Compaq Computer Corporation
20555 SH 249, Houston, Texas 77070-2698
ECS Hotline (281) 518-4288
http://www.compaq.com/large/consulting.html
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