Kochi University of Technology
Unified Quantum Device Laboratory Seminar
⭐Speaker: Dr. Ivan Arraut (The Open University of Hong Kong).
⭐Date&Time : 7 /1 /2019 (Mon) 16:20-17:50
⭐Place: Kami Campus, C102
⭐Title: The connection between multiple prices of an Option at a given time with single prices defined at different times: The concept of weak-value in quantum finance
We introduce a new tool for predicting the evolution of an option for the cases where at some specific time, there is a high-degree of uncertainty for identifying its price. We work over cases where we can predict the evolution of the system by joining prices (one or more) for the Option, defined at some specific time with prices (one or more) defined at another instant. This is achieved by describing the evolution of the system through a financial Hamiltonian.
 I. Arraut, A. Au, A. Tse and C. Segovia, Physica A, Vol. 526, (2019), 121028.
 B. E. Baaquie, “Quantum Finance: Path Integrals and Hamiltonians for Options and interestrates”, Cambridge University Press (2004).
 F. Black and M. Scholes, “The pricing of Options and corporate liabilities”, J. Pol. Ec. , 81, (1973).
 H. Eleuch and I. Rotter, “Gain and loss in Open Quantum systems”, Phys. Rev. E, 95 (2017), 062109.
 T. Mori and I. Tsutsui, Prog. Theor. Exp. Phys. (2015), 043A01.
♦️presentation material [PDF] download
[ to be posted]