Rank: 509 based on 215 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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(last 30 days)
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16 Jun 2008 Screenshot A simple CPPI strategy in MATLAB Backtesting of a CPPI strategy Author: Vincent Leclercq finance, modeling, analysis, cppi finance hedging 14 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 170 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... 14 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 17 1
Comments and Ratings on Vincent'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 Guo, Feng

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

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 G, Ryan

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

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