A simple CPPI strategy in MATLAB by Vincent Leclercq

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

CPPI_PayOff_From_Returns_2(StartAmount, WarrantiedAmount, M...

GetCPPIPath.m

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

Monte Carlo simulations using MATLAB by Vincent Leclercq

Demonstrations of Monte Carlo simulations in MATLAB (monte carlo simulatio..., finance, analysis)

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

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

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

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)

Calling functions from a user defined shared library by Vincent Leclercq

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

CallingExternalDLL.m