Quantum Monte Carlo simulations for financial risk analytics: scenario generation for equity, rate, and credit risk factors
Monte Carlo (MC) simulations are widely used in financial risk management, from estimating value-at-risk (VaR) to pricing over-the-counter derivatives. However, they come at a significant computational cost due to the number of scenarios required for convergence. If a probability distribution is ava...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Verein zur Förderung des Open Access Publizierens in den Quantenwissenschaften
2024-04-01
|
| Series: | Quantum |
| Online Access: | https://quantum-journal.org/papers/q-2024-04-04-1306/pdf/ |