Finance

Derivatives Pricing

Industry Relevance

The gross market value of outstanding OTC derivatives (options and futures) was $13 trillion in 2021[1], while over 63 billion exchange-traded derivatives contracts were traded.

These huge volumes mean that even a minor accuracy improvement in the pricing of complex derivatives can have a very significant financial implication.

Computational Challenge

Quantum Solution

Quantum in Real Life

Crédit Agricole CIB

"Quantum computing is radically different from almost everything we know and use today, in terms of theory, hardware and algorithms. This project will assemble many different competencies around the table: bankers, physicists, mathematicians, computer scientists, IT architects, all cooperating to this remarkable journey. This is a huge challenge, and we are confident to make it a success, jointly with our talented partners PASQAL and Multiverse Computing.”

Ali El Hamidi, Department Head Capital Markets Funding - Global Markets Division

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