Dear colleagues, We would like to announce the following course: “Quantum Computing for Finance” held by Professor Antoine Jacquier taking place at the University of Vienna, at the department for Statistics and Operations Research at Kolingasse 14-16, 1090 (https://quarimafi.univie.ac.at/quantum-computing-finance/). The course will take place from Monday, 04.12.2023, until Thursday, 07.12.2023. It is aimed at PhD students and researchers who want to get acquainted with quantum computing and its potential applications in the finance . Please find the preliminary program for the course here: https://quarimafi.univie.ac.at/quantum-computing-finance/programm/. The abstract of the course and a short bio of Antoine Jacquier can be found below and on the website. Attending the course is for free, but please register via email to <viktoria.schildhammer@univie.ac.at>. The registration deadline is the 30.11.2023. This is the last day where registrations will be accepted. Please also mention in your registration email your full name and affiliation! In case of problems / questions, please do not hesitate to send us an e-mail! We are looking very much forward to welcoming you at the course! Kind regards, Prof. Christa Cuchiero and Viktoria Schildhammer ------------------------------- Abstract: Quantum Computing, relegated for decades as a spooky distant myth, is now becoming a reality. To wit, quantum computers (albeit small in scale) are already available, developed by the likes of IBM, Rigetti, D-Wave, Google, Microsoft, ..... However, a quantum computer is not simply a bigger and more powerful computer, and requires a whole new set of algorithms to be written to perform useful tasks. These, and the underlying technology, draw from the laws of quantum mechanics, fundamentally different from our usual numerical toolbox. The goal of this course is to provide a mathematical introduction to Quantum Computing and to highlight applications in Quantitative Finance, in particular for Monte Carlo simulations, machine learning and optimisation. Numerical examples (through python) will also be introduced to provide a tangible reality. Bio: Antoine Jacquier is Professor of Mathematics in the Department of Mathematics at Imperial College London. His research interests range from Probability Theory and Stochastic Analysis to Numerical Analysis and Quantum Computing, with a view towards applications in Mathematical Finance. For more details on his research or his published papers, please visit his homepage: https://jackantoinejacquie.wixsite.com/jacquier.