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updated 6 years ago

A simple CPPI strategy in MATLAB by Vincent Leclercq

Backtesting of a CPPI strategy (finance, modeling, analysis)

CPPI_PayOff_From_Returns_2(StartAmount, WarrantiedAmount,...

GetCPPIPath.m

MyDateTick(tickFormat,Dates, datemin, datemax,FrequencyIn...

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updated 6 years ago

Monte Carlo simulations using MATLAB by Vincent Leclercq

Demonstrations of Monte Carlo simulations in MATLAB (finance, modeling, analysis)

BlsHalton(S0,X,r,T,sigma,NPoints)

BlsMC(S0,X,r,T,sigma,NRepl)

BlsMCAV(S0,X,r,T,sigma,NRepl)

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updated 7 years ago

Store Excel named range in MATLAB by Vincent Leclercq

This function retrieve a "Named Range" from an Excel workbook (finance, modeling, analysis)

GetNamedRangeFromExcel(RangeName, ExcelFile)

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updated 7 years ago

Calling functions from a user defined shared library by Vincent Leclercq

Demonstrates how to use the loadlibrary function,and use of pointers (external interface, dll library pointer)

CallingExternalDLL.m

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