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...
| Príomhchruthaitheoirí: | , |
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| Formáid: | Alt |
| Teanga: | English |
| Foilsithe / Cruthaithe: |
Verein zur Förderung des Open Access Publizierens in den Quantenwissenschaften
2024-04-01
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| Sraith: | Quantum |
| Rochtain ar líne: | https://quantum-journal.org/papers/q-2024-04-04-1306/pdf/ |