Rafał Pracht

Quantum computing may be the technology that will change the financial industry. One of the potential use cases for quantum computers is derivative instrument pricing, this is a computationally demanding task with proven quadratic speed-up on the quantum machine. 

The goal of the talk is to show how to do this using Julia's library  QuantumCircuits.jl.

I will start with an introduction to quantum computing with a focus on why this will be a breakthrough technology. Next, I will introduce the base of financial mathematics for derivative pricing. In fallow part, I will show the QuantumCircuits.jl library and how we can use it to perform quantum computation in Julia.

Then I introduce the Monte Carlo method in finance, and how we can harness the power of quantum computing to speed up the calculation. Next, a detailed description of the Quantum algorithm for pricing options on gates-base quantum computers will be presented.

The last part will cover the implementation of the algorithm in Julia.

Rafał Pracht

Talks:

Quantum Monte Carlo in Julia.

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