Vincent Leclercq
MathWorks
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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
Statistics
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Submitted
A simple CPPI strategy in MATLAB
Backtesting of a CPPI strategy
7 years ago | 1 download |
Submitted
Monte Carlo simulations using MATLAB
Demonstrations of Monte Carlo simulations in MATLAB
7 years ago | 24 downloads |
Submitted
Store Excel named range in MATLAB
This function retrieve a "Named Range" from an Excel workbook
7 years ago | 1 download |
Submitted
Calling functions from a user defined shared library
Demonstrates how to use the loadlibrary function,and use of pointers
7 years ago | 1 download |