Rank: 267 based on 426 downloads (last 30 days) and 4 files submitted
photo

Vincent Leclercq

E-mail
Lat/Long
48.5099983215332, 2.20000004768372

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


 

Watch this Author's files

 

Files Posted by Vincent Leclercq View all
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 finance, modeling, analysis, cppi finance hedging 27 2
  • 4.0
4.0 | 2 ratings
09 Jun 2008 Screenshot Monte Carlo simulations using MATLAB Demonstrations of Monte Carlo simulations in MATLAB Author: Vincent Leclercq finance, modeling, analysis, monte carlo simulatio..., variance reduction, ornstein 365 14
  • 4.125
4.1 | 8 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... 15 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 19 1
Comments and Ratings on Vincent Leclercq's Files View all
Updated File Comment by Comments Rating
17 Sep 2014 Monte Carlo simulations using MATLAB Demonstrations of Monte Carlo simulations in MATLAB Author: Vincent Leclercq Feng Guo

05 Sep 2014 Monte Carlo simulations using MATLAB Demonstrations of Monte Carlo simulations in MATLAB Author: Vincent Leclercq Carlos M. Velez S.

I recommend this Matlab code for implementation of Monte Carlo method for sensitivity analysis of Simulink models: http://www.mathworks.com/matlabcentral/fileexchange/47758-sensitivity-analysis-in-simulink-models-with-monte-carlo-method

25 May 2014 Monte Carlo simulations using MATLAB Demonstrations of Monte Carlo simulations in MATLAB Author: Vincent Leclercq matalab

不错!!

03 Jul 2013 A simple CPPI strategy in MATLAB Backtesting of a CPPI strategy Author: Vincent Leclercq Siqi

I am using this file to learn CPPI! Very useful for a beginner like me

13 Aug 2012 Monte Carlo simulations using MATLAB Demonstrations of Monte Carlo simulations in MATLAB Author: Vincent Leclercq Ryan G

More resources, including demos and videos, for implementing and speeding up Monte Carlo simulations in both MATLAB and Simulink man be found here:

http://www.mathworks.com/discovery/monte-carlo-simulation.html

Contact us