Pricing options on quantum computers: state of the art and outlook

Abstract

This thesis explains the challenges that arise when pricing financial derivative contracts and how quantum computers can be used to accelerate the computing process currently performed on classical computers. More precisely, I provide concrete explanations on how previously suggested circuits work and I give examples of implementations of these circuits. I also introduce fundamental notions of finance and quantum computing so that readers coming from different fields can more easily grasp the content covered. Finally, I highlight potential issues with the algorithms presented and I suggest research avenues.