6 Quantum Computing courses delivered On Demand

If you are new to Quantum computing, then this course will help you understand the fundamentals and practicalities of this field. This course will provide you with step-by-step guidance in learning the implementation and important methodologies associated with Quantum computing in a beginner-friendly environment.

This course is intended for beginner-level individuals who are fascinated about quantum computing and want to learn more about it. It uses Jupyter notebook and IBM Qiskit tool to execute your learning into the actual computation.

“Quantum Computing for Finance” is a 2-course online program designed for learners to realize the true potential of quantum technologies and its use-cases in Finance. The first course “Introduction to Quantitative and Computational Finance [https://platform.qureca.com/courses/introduction-to-quantitative-and-computational-finance/]” will develop fundamental concepts required for an understanding of quantum algorithms and more advanced topics in computational finance. This course will teach you the basics of derivative products, the Black-Scholes-Merton model for pricing vanilla derivatives, and how to compute the price of exotic options with a computer. The second course “Quantum Algorithms for Computational Finance [https://platform.qureca.com/courses/quantum-algorithms-for-computational-finance/]” is an advanced course that will develop an understanding of quantum algorithms for their implementation on quantum computers and their applications in finance. This course covers several aspects of quantum programming for people already familiar with the basics of quantum programming and quantitative finance. Buy the program at a reduced price.

ABOUT THE COURSE “Quantum Computing for Finance” is an emerging multidisciplinary field of quantum physics, finance, mathematics, and computer science, in which quantum computations are applied to solve complex problems. “Quantum Algorithms for Computational Finance” is an advanced course in the emerging field of quantum computing for finance. This technical course will develop an understanding in quantum algorithms for its implementation on quantum computers. Through this course, you will learn the basics of various quantum algorithms including: * Grover’s and Rudolf’s algorithm, * Quantum amplitude Estimation (QAE) algorithm envisioned as a quadratic speed-up over Classical Monte-Carlo simulations, * Combinatorial optimization algorithms namely Quantum Approximate Optimization Algorithm (QAOA), and Variational Quantum Eigensolver (VQE), and * Quantum-inspired optimization algorithms – Simulated Coherent Ising Machine (Sim-CIM), and Simulated Bifurcation Algorithm (SBA). This course is meant for all those learners who want to explore the long-term employability of quantum computing in finance, assuming that you are familiar with the concepts of quantitative and computational finance. In addition, the course contains several Python based programming exercises for learners to practice the algorithms explained throughout the course. This course is the second part of the specialised educational series: “Quantum Computing for Finance”. WHAT SKILLS YOU WILL LEARN * Ability to perform quantum arithmetic operations and simulations. * An understanding of the Quantum Amplitude Estimation algorithm and its variants. * The computational and modelling techniques for option pricing and portfolio optimization on a quantum computer. * The skills for a career in quantum finance including Quantum Algorithmic Research, Quantitative Asset Management and Trading, financial engineering, and risk management, using quantum computing technology. COURSE PREREQUISITES All potential learners must have prior knowledge or familiarity with basic quantum algorithms/basic quantum programming. Before enrolling this course, we recommend all learners to complete the first course “Introduction to Quantitative and Computational Finance [https://platform.qureca.com/courses/introduction-to-quantitative-and-computational-finance/]” of the series “Quantum Computing for Finance”, if they have no previous experience with the concepts of quantitative and computational finance. DURATION The estimated duration to complete this course is approximately 6 weeks (~4hrs/week). COURSE ASSESSMENT To complete the course and earn the certification, you must pass all the quizzes at the end of each lesson by scoring 80% or more on each of them. INSTRUCTORS [https://platform.qureca.com/courses/quantum-algorithms-for-computational-finance/#course-section__instructors] https://platform.qureca.com/author/kevincallaghan/ QuantFi [https://platform.qureca.com/author/kevincallaghan/]QuantFi is a French start-up research firm formed in 2019 with the objective of using the science of quantum computing to provide solutions to the financial services industry. With its staff of PhD's and PhD students, QuantFi engages in fundamental and applied research in in the field of quantum finance, collaborating with industrial partners and universities in seeking breakthroughs in such areas as portfolio optimisation, asset pricing, and trend detection.

A second quantum revolution with far reaching applications is unfolding. This non-technical course will teach you how to navigate the rise of quantum technologies and its applications across industries. Whether you want to know what’s behind the buzzwords or whether you want to perhaps use quantum technologies yourself either in a personal context or in a corporation or other organisation, this course will teach you how. There is no prerequisite for taking this course.

ABOUT THE COURSE “Quantum Computing for Finance” is an emerging multidisciplinary field of quantum physics, finance, mathematics, and computer science, in which quantum computations are applied to solve complex problems. “Introduction to Quantitative and Computational Finance” provides a basis to step into the world of Quantum Computing for Finance. This introductory course will develop fundamental concepts required for an understanding of quantum algorithms and more advanced topics in computational finance. Through this course, you will learn the basics of derivative products, the Black-Scholes-Merton model for pricing vanilla derivatives, and how to compute the price of exotic options with a computer.  This course is designed for all those who wish to develop their skills and start a career in quantitative finance. This course is the first part of the specialised training program: “Quantum Computing for Finance”. WHAT SKILLS YOU WILL LEARN * The fundamentals of derivative products, their types – forwards and options, and their pricing. * An understanding of the Black-Scholes-Merton model, hedging and volatility modelling. * The computational and modelling techniques for pricing options such as Monte-Carlo simulations and the Finite Difference method. * A strong foundation in quantitative and computational skills for modelling and solving complex financial problems using Python programming language. * The skills for a career in the finance industry, including quantitative asset management and trading, financial engineering, risk management, and applied research. COURSE PREREQUISITES All potential learners should have prior knowledge of the following content areas, either through completion of academic studies or relative professional preparation: * Basic calculus (partial derivatives) * Probability theory (with an exposure to measure theory if possible) * Basic linear algebra (matrix operations) * Numerical Python (NumPy essentially) The course contains several Python based programming exercises. We recommend that you install Python on your local system to practice and implement the programs explained throughout the course. For instructions and tutorials for beginners, please click on the following link: Python installation instructions and tutorials for beginners [https://platform.qureca.com/wp-content/uploads/2020/09/python-prep.pdf] DURATION The estimated duration to complete this course is approximately 4 weeks (~3hrs/week). COURSE ASSESSMENT To complete the course and earn certification, you must pass all the quizzes at the end of each lesson by scoring 80% or more. INSTRUCTORS [https://platform.qureca.com/courses/introduction-to-quantitative-and-computational-finance/#course-section__instructors] https://platform.qureca.com/author/kevincallaghan/ QuantFi [https://platform.qureca.com/author/kevincallaghan/]QuantFi is a French start-up research firm formed in 2019 with the objective of using the science of quantum computing to provide solutions to the financial services industry. With its staff of PhD's and PhD students, QuantFi engages in fundamental and applied research in in the field of quantum finance, collaborating with industrial partners and universities in seeking breakthroughs in such areas as portfolio optimisation, asset pricing, and trend detection.