Quantum Finance - Quantum Monte Carlo for Option Pricing - qubit-lab.ch скачать в хорошем качестве

Quantum Finance - Quantum Monte Carlo for Option Pricing - qubit-lab.ch

⚡️ Can quantum algorithms really speed up option pricing? In this video, we explore how Quantum Monte Carlo—and especially Quantum Amplitude Estimation (QAE)—could transform the way we price financial derivatives. 📈 You’ll learn: • Why Monte Carlo methods are essential for complex option pricing • How quantum circuits can simulate log-normal price distributions • The quadratic speedup of QAE: from 1/√N to 1/N error scaling • A hands-on comparison of three methods: Classical Monte Carlo, Quantum Monte Carlo, and the Black-Scholes formula • Live Python code, real-world examples, and visual walkthroughs 🚀 We’re still early—but this tech has the potential to reshape risk, pricing, and simulation workloads in finance. All code, resources, and videos at qubit-lab.ch Smash that like button if you want to stay ahead of the quantum finance curve! #QuantumFinance #QuantumMonteCarlo #QAE #OptionPricing #BlackScholes #Qiskit #QuantumComputing #Python #Investing #Derivatives