Finance
Quantum-Ready simulation for modern Financial Engineering
Download our finance One pager ⤓With ColibriTD’s hybrid quantum-classical platform QUICK, financial institutions can accelerate computations, explore higher-dimensional problems, and prepare for the quantum advantage, all without relying on large datasets.
Quickly navigate through the use cases
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1.
Complex Derivatives Pricing
Exotic financial instruments require solving generalized Black–Scholes PDEs in high-dimensional spaces. Traditional methods can be slow or fail to capture complex payoff structures.
H-DES efficiently solves multidimensional PDEs, estimating both price and sensitivities of complex derivatives.
Impact
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Gain time
Faster pricing and calibration times
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Gain precision
Improve precision on volatility surfaces
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Increase complexity
Ability to price sophisticated or complex-geometry derivatives previously out of reach
2.
Portfolio Optimization and Dynamic Capital Allocation
Asset managers face high-dimensional, constrained, multi-objective optimization problems to maximize risk-adjusted returns, comply with regulations, and account for liquidity, sector exposure, or budget constraints.
H-DES solves constrained multi-objective optimization problems, identifying Pareto-optimal portfolios. Hybrid algorithms accelerate convergence and explore solution spaces more thoroughly, including time-dependent and market-sensitive allocations.
Impact
Gain time
Significant reduction in computation time, enabling faster decision-making
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Increase scope
Broader exploration of risk-return trade-offs
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Improve performance
Improved risk-adjusted performance of portfolios
3.
Market Dynamics Modeling and Pricing under uncertainty
Interest rates, currency fluctuations, and structured product dynamics are governed by coupled stochastic differential equations, often with multiple time-dependent parameters.
Solve coupled stochastic PDEs efficiently, enabling rapid scenario testing and stress analysis.
Impact
Increase scope
Better exploration of extreme market scenarios
Minimize risk
Reduced risk of model underestimation
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Decision support
Decision support for risk management and strategic planning
Experience FASTER and More Efficient Computing with
Our Quantum Solution
