Ladies and Gentlemen. Due to the coronavirus epidemic in Poland, the CTP PAS is operating in a limited way. In particular, until further notice the secretariat and the accountancy of the CTP PAS will be working only remotely. Contact with the administration is possible only by an e-mail. We are sorry for any inconvenience.

Seminar details

Name A series of meetups about Quantum Computing
Title Financial option pricing using quantum computing
Details

We invite you to the next (remote) meeting of the Warsaw Quantum Computing Group, 25.05 at 18:00! The talk "Financial option pricing using quantum computing" will be given by Dawid Kopczyk.

If you are interested, please register (no later than 24.05, EOD) using the form: https://docs.google.com/forms/d/e/1FAIpQLSdwXmisz9-maW56P9SulT2UoJiXDdhdpyDomM0CHyzGdlKFJA/viewform

Abstract:
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.

Bio:
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 http://dkopczyk.quantee.co.uk/ and a winner of the Education award in most recent Xanadu competition.

You can find the details on the event's website: https://www.facebook.com/events/1625940080890497.

Last but not least, we are going to record the meeting and make the video available later on our YouTube channel.

We hope to see you soon!
Quantum AI Foundation

P.S.1 Let’s stay in touch on WQCG's Facebook group.
P.S.2 You can also join our mailing list at Google Groups.
P.S.3 You can also follow our website, fanpage, Twitter and YouTube channel.

Time Monday, 25 May 2020, at 18:00 CEST The seminar was held!
Speaker

Dawid Kopczyk

Seminar Language English
Organisers Mgr Paweł Gora; Prof Adam Sawicki; Prof Rafał Demkowicz-Dobrzański; Mgr Dawid Kopczyk; Mgr Witold Kowalczyk; Dr Piotr Migdał; Mgr Mateusz Macias;