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1 results

  • 8 - Finance

  • from Part I - Areas of application
  • Alexander M. Dalzell, AWS Center for Quantum Computing, Sam McArdle, AWS Center for Quantum Computing, Mario Berta, RWTH Aachen University, Przemyslaw Bienias, AWS Center for Quantum Computing, Chi-Fang Chen, University of California, Berkeley, András Gilyén, HUN-REN Alfréd Rényi Institute of Mathematics, Connor T. Hann, AWS Center for Quantum Computing, Michael J. Kastoryano, University of Copenhagen, Emil T. Khabiboulline, National Institute of Standards and Technology, Aleksander Kubica, Yale University, Grant Salton, Amazon Quantum Solutions Lab, Samson Wang, Caltech, Fernando G. S. L. Brandão, AWS Center for Quantum Computing
  • Book:
    Quantum Algorithms
    Published online:
    03 May 2025
    Print publication:
    24 April 2025, pp 130-147
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  • Summary

    This chapter covers applications of quantum computing relevant to the financial services industry. We discuss quantum algorithms for the portfolio optimization problem, where one aims to choose a portfolio that maximizes expected return while minimizing risk. This problem can be formulated in several ways, and quantum solutions leverage methods for combinatorial or continuous optimization. We also discuss quantum algorithms for estimating the fair price of options and other derivatives, which are based on a quantum acceleration of Monte Carlo methods.