Monte Carlo risk simulator
Build an outcome from random ingredients, simulate it many times, and read off its distribution, tail risk and probabilities. Every scenario is checked against a closed-form result, so you can see Monte Carlo converge to the right answer, and see where the Normal-approximation shortcuts break down.
Distribution of the outcome
The shaded region is the question currently asked in the probability calculator below.
Tail risk
Probability calculator
Simulated answers come with their standard error. The closed-form and Normal-approximation answers are shown for comparison.
Convergence
The estimate settles as simulations accumulate. The band narrows like 1/√n, so 4× the simulations halves the error.