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Vincent Leclercq

MathWorks

Active since 2016

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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

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A simple CPPI strategy in MATLAB
Backtesting of a CPPI strategy

6 years ago | 1 download |

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Monte Carlo simulations using MATLAB
Demonstrations of Monte Carlo simulations in MATLAB

6 years ago | 7 downloads |

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Submitted


Store Excel named range in MATLAB
This function retrieve a "Named Range" from an Excel workbook

6 years ago | 2 downloads |

Submitted


Calling functions from a user defined shared library
Demonstrates how to use the loadlibrary function,and use of pointers

6 years ago | 1 download |