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Zapata > 实例探究 > 使用量子电路加速 BBVA 的蒙特卡罗模拟
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Accelerating Monte Carlo Simulations with Quantum Computing: A BBVA and Zapata Case Study

适用行业
  • 金融与保险
适用功能
  • 产品研发
用例
  • 租赁金融自动化
挑战
BBVA 总部位于西班牙,是世界上最大的金融机构之一,依靠复杂的计算进行风险分析和金融产品定价。蒙特卡罗模拟用于信用估值调整 (CVA) 和衍生品定价,但它们复杂、成本高且耗时。
关于客户
BBVA 是一家大型金融机构,拥有超过 6620 亿欧元的资产,在 30 多个国家/地区拥有 8300 万客户。他们需要对其金融产品进行准确的风险分析和定价。
解决方案
BBVA 与 Zapata 合作设计了新颖的量子电路,该电路比现有的蒙特卡罗模拟量子算法提供了加速。这减少了量化金融中实际量子优势所需的资源和量子比特数量。
运营影响
  • The collaboration between BBVA and Zapata has led to the development of novel quantum circuits that provide a speedup over existing quantum algorithms for Monte Carlo simulations. This has not only reduced the resources and qubits required for these simulations but also accelerated the timeline for when financial institutions could expect to gain real value from quantum computers. The team is now exploring how to expand on these results to address other computationally complex problems in finance, benchmarking novel quantum approaches with existing classical algorithms to detect potential advantages. This could potentially revolutionize the way financial institutions handle risk analysis and pricing of financial products.

数量效益
  • Significant reduction in the resources required for a quantum computer to conduct Monte Carlo simulations.

  • Considerable decrease in the number of qubits required for a practical quantum advantage in quantitative finance.

  • Expedited the timeline for when financial institutions could expect to gain real value from quantum computers.

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