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Manufacturing & Industry 4.0

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

Lorem ipsum dolor sit amet, consectetur adipiscing elit, sed do eiusmod tempor incididunt ut labore et dolore magna aliqua. Ut enim ad minim veniam, quis nostrud exercitation ullamco laboris nisi ut aliquip ex ea commodo consequat. Duis aute irure dolor in reprehenderit in voluptate velit esse cillum dolore eu fugiat nulla pariatur.

  • 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

Rainbow Option Pricing Implementation

Lorem ipsum dolor sit amet, consectetur adipiscing elit, sed do eiusmod tempor incididunt ut labore et dolore magna aliqua. Ut enim ad minim veniam, quis nostrud exercitation ullamco laboris nisi ut aliquip ex ea commodo consequat. Duis aute irure dolor in reprehenderit in voluptate velit esse cillum dolore eu fugiat nulla pariatur.

  • 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

Rainbow Option Pricing Implementation

Lorem ipsum dolor sit amet, consectetur adipiscing elit, sed do eiusmod tempor incididunt ut labore et dolore magna aliqua. Ut enim ad minim veniam, quis nostrud exercitation ullamco laboris nisi ut aliquip ex ea commodo consequat. Duis aute irure dolor in reprehenderit in voluptate velit esse cillum dolore eu fugiat nulla pariatur.

  • 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

Rainbow Option Pricing Implementation

Lorem ipsum dolor sit amet, consectetur adipiscing elit, sed do eiusmod tempor incididunt ut labore et dolore magna aliqua. Ut enim ad minim veniam, quis nostrud exercitation ullamco laboris nisi ut aliquip ex ea commodo consequat. Duis aute irure dolor in reprehenderit in voluptate velit esse cillum dolore eu fugiat nulla pariatur.

  • 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

Rainbow Option Pricing Implementation

Lorem ipsum dolor sit amet, consectetur adipiscing elit, sed do eiusmod tempor incididunt ut labore et dolore magna aliqua. Ut enim ad minim veniam, quis nostrud exercitation ullamco laboris nisi ut aliquip ex ea commodo consequat. Duis aute irure dolor in reprehenderit in voluptate velit esse cillum dolore eu fugiat nulla pariatur.

  • 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

Rainbow Option Pricing Implementation

Lorem ipsum dolor sit amet, consectetur adipiscing elit, sed do eiusmod tempor incididunt ut labore et dolore magna aliqua. Ut enim ad minim veniam, quis nostrud exercitation ullamco laboris nisi ut aliquip ex ea commodo consequat. Duis aute irure dolor in reprehenderit in voluptate velit esse cillum dolore eu fugiat nulla pariatur.

  • 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

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