Monte Carlo

Goldman Sachs & IBM researchers estimate quantum advantage for derivative pricing

In a new preprint now on arXiv, “A Threshold for Quantum Advantage in Derivative Pricing”, our quantum research teams at IBM and Goldman Sachs provide the first detailed estimate of the quantum computing resources needed to achieve quantum advantage for derivative pricing – one of the most ubiquitous calculations in finance.

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Quantum Risk Analysis

Using quantum algorithms, we have developed a new approach to risk analysis, provideing a significant speed increase over established classical algorithms.

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