Rank: 243 based on 523 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

 

Watch this Author's files

 

Files Posted 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, cppi finance hedging, finance 37 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..., variance reduction, analysis, modeling, finance, ornstein 449 7
  • 3.33333
3.3 | 3 ratings
22 Aug 2007 Store Excel named range in MATLAB This function retrieve a "Named Range" from an Excel workbook Author: Vincent Leclercq analysis, modeling, excel variable com na..., finance 21 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 dll library pointer, external interface 16 1
Comments and Ratings on Vincent's Files View all
  • 1 - 5 of
  • 10
Updated File Comment by Comments Rating
15 Oct 2008 Monte Carlo simulations using MATLAB Demonstrations of Monte Carlo simulations in MATLAB Author: Vincent Leclercq Zhang, Apple

Any language is good. This would is not only for Anglo.

18 Jun 2008 Monte Carlo simulations using MATLAB Demonstrations of Monte Carlo simulations in MATLAB Author: Vincent Leclercq nitzshe, neer

thanks I have got lot of help for Monte carlo from this site
17 Jun 2008 A simple CPPI strategy in MATLAB Backtesting of a CPPI strategy Author: Vincent Leclercq Shvorob, Dimitri

I think both the code and the presentation could be improved. I don't insist on classes, but one could at least use 'dataset('xlsfile',..' to read the spreadsheet. How about something more interesting, Vincent?

09 May 2008 Monte Carlo simulations using MATLAB Demonstrations of Monte Carlo simulations in MATLAB Author: Vincent Leclercq Chirokov, Alex

Enclosed slides are NOT in English (they are in French). Why would anyone use French for technical documentation, and submit these French files to the website where official language is English?
30 Apr 2008 Monte Carlo simulations using MATLAB Demonstrations of Monte Carlo simulations in MATLAB Author: Vincent Leclercq wang, zhong

very good
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, cppi finance hedging, finance 37 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..., variance reduction, analysis, modeling, finance, ornstein 449 7
  • 3.33333
3.3 | 3 ratings
22 Aug 2007 Store Excel named range in MATLAB This function retrieve a "Named Range" from an Excel workbook Author: Vincent Leclercq analysis, modeling, excel variable com na..., finance 21 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 dll library pointer, external interface 16 1
 

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