EXPLORATIONS IN QUANTUM COMPUTING FOR FINANCIAL APPLICATIONS

Resource type
Thesis type
(Thesis) M.A.: Master of Financial Risk Management
Date created
2010-09-02
Authors/Contributors
Author: Gare, Jesse
Abstract
Quantum computers have the potential to increase the solution speed for many computational problems. This paper is a first step into possible applications for quantum computing in the context of computational finance. The fundamental ideas of quantum computing are introduced, followed by an exposition of the algorithms of Deutsch and Grover. Improved mean and median estimation are shown as results of Grover?s generalized framework. The algorithm for mean estimation is refined to an improved Monte Carlo algorithm. Quantum random number generation is also described.
Document
Description
Research Project (M.B.A.) - Simon Fraser University

Keywords

Copyright statement
Copyright is held by the author.
Scholarly level
Supervisor or Senior Supervisor
Thesis advisor: Poitras, Geoffrey
Language
English
Attachment Size
FRM 2008 Gare, J..pdf 1.18 MB