Quantum Algorithms for Finance Applications

Powerful, hardware-agnostic quantum code development for derivatives, portfolios, risk, and more.
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Our Clients

Our clients trust Classiq to enable their quantum initiatives, upskill their workforce, and deploy efficient quantum programs

Case Studies

Rainbow Option Pricing Implementation

Development and implementation of quantum algorithms for rainbow option pricing using amplitude estimation, achieving quadratic speedup over classical Monte Carlo methods with demonstrable improvements in accuracy and resource efficiency.

  • Implementation of Heston model with stochastic volatility
  • Quantum circuit optimization for reduced gate count
  • Integration with existing pricing infrastructure


Advanced Derivative Pricing with Intesa Sanpaolo

Download Report

Rainbow Option Pricing Implementation

Development and implementation of quantum algorithms for rainbow option pricing using amplitude estimation, achieving quadratic speedup over classical Monte Carlo methods with demonstrable improvements in accuracy and resource efficiency.

  • Implementation of Heston model with stochastic volatility
  • Quantum circuit optimization for reduced gate count
  • Integration with existing pricing infrastructure


Advanced Derivative Pricing with Intesa Sanpaolo

Download Report

Rainbow Option Pricing Implementation

Development and implementation of quantum algorithms for rainbow option pricing using amplitude estimation, achieving quadratic speedup over classical Monte Carlo methods with demonstrable improvements in accuracy and resource efficiency.

  • Implementation of Heston model with stochastic volatility
  • Quantum circuit optimization for reduced gate count
  • Integration with existing pricing infrastructure


Advanced Derivative Pricing with Intesa Sanpaolo

Download Report

Rainbow Option Pricing Implementation

Development and implementation of quantum algorithms for rainbow option pricing using amplitude estimation, achieving quadratic speedup over classical Monte Carlo methods with demonstrable improvements in accuracy and resource efficiency.

  • Implementation of Heston model with stochastic volatility
  • Quantum circuit optimization for reduced gate count
  • Integration with existing pricing infrastructure


Advanced Derivative Pricing with Intesa Sanpaolo

Download Report

Rainbow Option Pricing Implementation

Development and implementation of quantum algorithms for rainbow option pricing using amplitude estimation, achieving quadratic speedup over classical Monte Carlo methods with demonstrable improvements in accuracy and resource efficiency.

  • Implementation of Heston model with stochastic volatility
  • Quantum circuit optimization for reduced gate count
  • Integration with existing pricing infrastructure


Advanced Derivative Pricing with Intesa Sanpaolo

Download Report

Rainbow Option Pricing Implementation

Development and implementation of quantum algorithms for rainbow option pricing using amplitude estimation, achieving quadratic speedup over classical Monte Carlo methods with demonstrable improvements in accuracy and resource efficiency.

  • Implementation of Heston model with stochastic volatility
  • Quantum circuit optimization for reduced gate count
  • Integration with existing pricing infrastructure


Advanced Derivative Pricing with Intesa Sanpaolo

Download Report

Deploy Advanced Quantum Finance Algorithms

Monte Carlo Methods
  • Quantum amplitude estimation for derivative pricing
  • Heston model implementation with stochastic volatility
  • Path-dependent option pricing algorithms
  • O(1/N) convergence vs classical O(1/✓/N)
Portfolio Optimization
  • Multi-period portfolio optimization
  • Quantum algorithms for non-convex problems
  • Constraint handling through penalty formulation
  • CVaR and advanced risk measures
Risk Assessment
  • Credit risk analysis with regime-switching models
  • Market risk evaluation using quantum algorithms
  • Stochastic volatility implementation
  • Enhanced computational efficiency for VaR

Enable Your Quantum Initiatives

Technical Discovery

Comprehensive assessment and proof-of-concept development.
Computational bottleneck analysis

  • Quantum speedup opportunity identification
  • Resource estimation and hardware analysis

Implementation strategy development

Quantum Team Launch

Comprehensive assessment and proof-of-concept development.
Computational bottleneck analysis

  • Quantum speedup opportunity identification
  • Resource estimation and hardware analysis

Implementation strategy development

Algorithm Development

Comprehensive assessment and proof-of-concept development.
Computational bottleneck analysis

  • Quantum speedup opportunity identification
  • Resource estimation and hardware analysis

Implementation strategy development

Explore Quantum Finance Applications

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