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Date File Comment by Comment 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

21 Feb 2008 Store Excel named range in MATLAB This function retrieve a "Named Range" from an Excel workbook Author: Vincent Leclercq S, Abhijith

good one

14 Dec 2007 Monte Carlo simulations using MATLAB Demonstrations of Monte Carlo simulations in MATLAB Author: Vincent Leclercq leclercq, vincent

There was an error in my first submisstion, please apologize for this.

This updated version just include the necessary files.

12 Dec 2007 Monte Carlo simulations using MATLAB Demonstrations of Monte Carlo simulations in MATLAB Author: Vincent Leclercq Hanselman, Duane

My guess is that the file Untitled1.m contains all the important information.

11 Dec 2007 Monte Carlo simulations using MATLAB Demonstrations of Monte Carlo simulations in MATLAB Author: Vincent Leclercq Shvorob, Dimitri

It's a pity to see 87 files in 'Variance reduction' folder alone, and little explanation/comment in the presentation - or a 'readme' file. I'll be sure to take a closer look at the Sobol' sequence generator.

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 Perlin, Marcelo

I'm running it, but, even though I'm in the same working dir, I get the error:

??? There was an error loading the library "C:\Program Files\MATLAB\R2006a\work\Calling_external\Calling External dll\Lib_Math.dll"
Error using ==> loaddefinedlibrary
The specified module could not be found.

Error in ==> loadlibrary at 273
    diagnoseError(err);

Error in ==> CallingExternalDLL at 12
loadlibrary('Lib_Math','Lib_Math.h');

Am I missing any requirement ?

 

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