[wydarzenie oraz poniższy opis wyłącznie w języku angielskim]
The next webinar of the Warsaw Quantum Computing Group, 25.05 at 18:00 CEST! The talk "Financial option pricing using quantum computing" will be given by Dawid Kopczyk.
If you are interested, please register as soon as possible (no later than 24.05, EOD) using the form: link
Abstract from Dawid:
The US stock and bond markets are capitalized at more than $ 70 trillion. Any optimization and speed-up accomplished in the area of financial risk analysis and pricing derivates can have a big impact on the success of financial institutions and their customers. In this talk, I will present the quantum algorithm for pricing financial options. Firstly, I will introduce you to the world of financial engineering including the Monte Carlo method for pricing financial derivatives, then we will move to an explanation of the quantum algorithm, and then the Qiskit example will be shown on a simple European bond option.
Dawid Kopczyk is a qualified actuary (mathematician in insurance) and owner of Quantee, a company implementing machine learning solutions in the insurance sector. After working hours, he is passionate about quantum computing – he is an author of the blog - link
and a winner of the Education award in most recent Xanadu competition.
This meeting is organized by the Quantum AI Foundation.