Rank: 210 based on 270 downloads (last 30 days) and 4 files submitted
Personal Profile:

I am working at The MathWorks as an Senior Application engineer in the Finance application area. My main focus are optimization, calibration, an simulation, applied in the Quantitative Finance

Professional Interests:
Finance

 

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Files Posted by Vincent View all
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Updated   File Tags Downloads
(last 30 days) 		Comments Rating
16 Jun 2008 Screenshot A simple CPPI strategy in MATLAB Backtesting of a CPPI strategy Author: Vincent Leclercq analysis, modeling, finance, cppi finance hedging 22 1
  • 4.0
4.0 | 1 rating
09 Jun 2008 Screenshot Monte Carlo simulations using MATLAB Demonstrations of Monte Carlo simulations in MATLAB Author: Vincent Leclercq monte carlo simulatio..., finance, analysis, modeling, variance reduction, ornstein 240 11
  • 3.83333
3.8 | 6 ratings
22 Aug 2007 Store Excel named range in MATLAB This function retrieve a "Named Range" from an Excel workbook Author: Vincent Leclercq finance, modeling, analysis, excel variable com na... 4 1
  • 4.0
4.0 | 1 rating
21 Aug 2007 Calling functions from a user defined shared library Demonstrates how to use the loadlibrary function,and use of pointers Author: Vincent Leclercq external interface, dll library pointer 4 1
Comments and Ratings on Vincent's Files View all
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Updated File Comment by Comments Rating
05 Dec 2011 Monte Carlo simulations using MATLAB Demonstrations of Monte Carlo simulations in MATLAB Author: Vincent Leclercq austianingrum
24 Aug 2011 Monte Carlo simulations using MATLAB Demonstrations of Monte Carlo simulations in MATLAB Author: Vincent Leclercq Mescall, Liam

Very useful.Thanks
17 Jul 2011 Monte Carlo simulations using MATLAB Demonstrations of Monte Carlo simulations in MATLAB Author: Vincent Leclercq MauriDb
12 Jan 2011 Monte Carlo simulations using MATLAB Demonstrations of Monte Carlo simulations in MATLAB Author: Vincent Leclercq Yu, Alan

I can't load Equities.mat in PortSim. The error message is " ??? Error using ==> load Unable to read MAT file Equities.mat File may be corrupt." Can anyone tell me what happened?
11 Oct 2010 Monte Carlo simulations using MATLAB Demonstrations of Monte Carlo simulations in MATLAB Author: Vincent Leclercq gohou

Bonjour Vincent,

Je suis etudiant a Keele (UK). je prepare un PhD Economics et cherche une specialisation en Risk Management (Credit et Market Risks).
J'essaie d'apprendre comment appliquer monte carlo au risk management.
j'ai vu un webinar sur le site mais il est trop rapide et n'arrive pas
capter la strategie.j'ai aussi telecharge ton cours sur le site.
Pourrais tu m'aider a apprendre le monte carlo simulation applique au risk
management s'il te plait.
J'ai la version R2010a de matlab avec econometrics et financial tools boxes.

Pourrait tu m'envoyer un excel file et le code approprie pour apprendre ETAPE par ETAPE, LE MONTE CARLO pour market et credit risk management.

Merci infiniment vincent.

D
07855242019
Top Tags Applied by Vincent
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analysis, finance, modeling, cppi finance hedging, dll library pointer
Files Tagged by Vincent View all
  • 1 - 4 of
  • 4
Updated   File Tags Downloads
(last 30 days) 		Comments Rating
16 Jun 2008 Screenshot A simple CPPI strategy in MATLAB Backtesting of a CPPI strategy Author: Vincent Leclercq analysis, modeling, finance, cppi finance hedging 22 1
  • 4.0
4.0 | 1 rating
09 Jun 2008 Screenshot Monte Carlo simulations using MATLAB Demonstrations of Monte Carlo simulations in MATLAB Author: Vincent Leclercq monte carlo simulatio..., finance, analysis, modeling, variance reduction, ornstein 240 11
  • 3.83333
3.8 | 6 ratings
22 Aug 2007 Store Excel named range in MATLAB This function retrieve a "Named Range" from an Excel workbook Author: Vincent Leclercq finance, modeling, analysis, excel variable com na... 4 1
  • 4.0
4.0 | 1 rating
21 Aug 2007 Calling functions from a user defined shared library Demonstrates how to use the loadlibrary function,and use of pointers Author: Vincent Leclercq external interface, dll library pointer 4 1

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