Towards Pricing Financial Derivatives with an IBM Quantum Computer

Pricing interest-rate financial derivatives is a major problem in finance, in which it is crucial to accurately reproduce the time-evolution of interest rates.

Predicting Stocks

Pricing interest-rate financial derivatives is a major problem in finance, in which it is crucial to accurately reproduce the time-evolution of interest rates. We employ the quantum principal component analysis to simulate the time evolution of time-maturing forward rates. The principal components are experimentally estimated with the IBMQX2 quantum computer.

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