Classical finance treats price as a scalar governed by Brownian motion. Quantum Finance treats it as a wave governed by a financial Schrödinger equation — capturing interference, tunnelling and decoherence. Three asset classes, one equation.
Each workspace covers pricing, hedging and risk — read through the lens of financial wave mechanics.
Quantum option pricing, Greeks with interference corrections, and wave-based value-at-risk for equity portfolios. Where Black–Scholes assumes a smooth diffusion, interference terms restore the skew the market actually shows.
The yield curve read as a wave function, caps, floors and swaptions priced through a quantum harmonic oscillator, and rate-risk management on the same footing. Term structure becomes a spectrum of quantised energy levels.
Default modelled as quantum tunnelling through a barrier, CDS priced from a survival wave function, CDO tranches and XVA on top. A firm doesn't fail when assets hit zero — it tunnels through, and the maths says how often.
Interference, tunnelling, entanglement, decoherence — the vocabulary of quantum mechanics turns out to describe markets with uncomfortable precision. This is not analogy for its own sake; it prices better.
Derived from the monograph Financial Wave Mechanics: A Quantum Approach to Pricing and Risk Management by A. Bousabaa.
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