28–29 Jan 2025
Instituto Superior Técnico - Campus Alameda
Europe/Lisbon timezone

QUANTUM FINANCE: Path Integrals and Hamiltonians for Options Pricing

29 Jan 2025, 14:54
12m
Anfiteatro PA1 (Instituto Superior Técnico - Campus Alameda)

Anfiteatro PA1

Instituto Superior Técnico - Campus Alameda

Av. Rovisco Pais 1, 1049-001 Lisboa

Speaker

Pedro Teigão (ISR)

Description

This work approaches finance through the lens of quantum mechanics, offering a conceptual and mathematical framework beyond traditional stochastic calculus. Tools such as Hamiltonians and path integrals capture complex financial dynamics and correlations, addressing gaps in current methodologies. This perspective enhances theoretical understanding and provides practical tools for navigating modern financial markets, fostering efficiency and competitiveness

Primary author

Presentation materials