Yintoni omele uyazi malunga ne-quantum finance?

I-Quantitative finance okanye i-quantum finance sisifundo esitsha esisuka kwizandla zefiziksi kunye nabanye oogqirha bezenzululwazi bobungakanani abaqeqeshwe ekuqaleni kweminyaka yoo-70. Iimodeli, iikhonsepthi kunye nemathematika zaguqulelwa kumacandelo ahlukeneyo, eyona nto iphambili yifiziksi.

Ngexeshana elingephi, iye yanda ukuze ibandakanye intaphane yezifundo, nganye kuzo inamathele kubungakanani bemali kwaye, ke ngoko, yayityhalela kumacala ayo, ibangela ukuba ikhule ngesantya esiphezulu.

Kumnqweno wakho wokufumana ulwazi malunga nobungakanani bemali, ukuba uyazibuza ukuba ungaqala phi kwaye yenzelwe ntoni, kuya kufuneka ulifunde eli nqaku libanzi. Kodwa kuqala, funda ngakumbi malunga imali yokuziphatha.

Makhe siye

🥀 Yintoni i-quantum finance?

I-Quantum finance kukusetyenziswa kweemodeli zemathematika ezinkulu kakhulu kunye neeseti zedatha ukuhlalutya iimarike zemalis kunye neziqinisekiso. Ukubeka nje, i-Quantitative Finance ibonelela ngolwazi olufunekayo ukuhlalutya iimarike zemali kunye nokhuseleko.

Olu hlalutyo lwenziwa kusetyenziswa iimodeli zemathematika kunye neeseti ezinkulu zedatha. Ke ngoko, iingcali kweli candelo zibizwa ngokuba ngabahlalutyi bobungakanani okanye bobungakanani.

Imizekelo eqhelekileyo ibandakanya (1) amaxabiso ezibambiso eziphuma kwi-derivative ezifana nokhetho kunye (2) nokulawulwa komngcipheko, ngakumbi njengoko kunxulumene nezicelo zolawulo lwepotfoliyo. Iingcali ezisebenza kweli candelo zihlala ebizwa ngokuthi "quants".

Ukongeza, i-Quant igxile ekuyilweni, ekuphuhliseni nasekuphunyezweni kwe-algorithm yokusombulula iingxaki zemali ezinzima.

🥀 Imbali yemali ye-quantum

Kwakungenkulungwane yama-20 apho iziseko ze-Quantum Finance zabekwa kwithisisi yobugqirha " Ithiyori yentelekelelo » evela kwingcali yezibalo yaseFransi Louis weBachelor. U-Bachelier waqala ukusebenzisa ingqikelelo yesindululo seBrownian ekuziphatheni kwamaxabiso e-asethi.

Kamva, ingcali yezibalo yaseJapan Kiyoshi Ito wabhala iphepha ngee-equations zestochastic differential equations waseka ithiyori ye-stochastic calculus ebizwa kananjalo negama lakhe (Îto calculus) kwaye isetyenziswa ngokubanzi kumaxabiso okhetho.

Nangona kunjalo, impumelelo enkulu yeza ngeminyaka yoo-1970 xa “kwiXabiso leTyala leNkampani” ngo. URobert Merton : Ulwakhiwo loMngcipheko weRhafu yeNzala” kunye namaphepha ophando “Amaxabiso oKhetho kunye naMatyala eNkampani” ukusuka UFischer Black kunye neMyron Scholes zakhululwa ezibonisa umnxeba ngokwendalo kwaye zibeke imodeli yexabiso lokukhetha kwaye emva koko akuzange kubuye umva.

Le Imodeli yeBlack-Sholes-Merton eyaziwa ngokuba "yimodeliBSM” isetyenziswa ngokubanzi kwaye inoxanduva lokunyuka kweemarike zokukhetha. Namhlanje, uninzi lwezinye iimodeli zesitoko sestochastic ziyilelwe ukwandisa imodeli ye-BSM, ukubeka ibhenchmarks yohlalutyo lobungakanani phezulu kwaye kuxhamle uqoqosho lwehlabathi.

🥀 Iintlobo zobungakanani

Imiyinge idala kwaye isebenzise iimodeli zemali kumaxabiso avela kwimveliso, uqikelelo lwemarike, kunye nokunciphisa umngcipheko. Kukho, nangona kunjalo, iinguqulelo ezininzi kwiindima zamanani, ezinye zazo zichazwe ngezantsi:

• Ubungakanani beOfisi engaphambili: Sebenza ngokusondeleyo kunye nabathengisi kunye nabathengisi kumgangatho wokurhweba. Sebenzisa iimodeli zamaxabiso ezisetyenziswa ngabarhwebi ukubona amathuba amatsha kunye nokubonelela ngeengcebiso malunga nezicwangciso zomngcipheko.
• Quant Researcher : Ngokusisiseko imiyinge ye I-ofisi emnyama, baphanda kwaye bayile i-algorithms ephezulu, iimodeli zamaxabiso kunye nezicwangciso zabarhwebi kunye neefemu zokuthengisa.
• Umphuhlisi weQuant: Ngokwesiseko ngabaphuhlisi besoftware kwinkampani yezemali. Baguqulela iimfuno zoshishino ezibonelelwa ngabaphandi kwizicelo zekhowudi.
• Ubungakanani boLawulo loMngcipheko: Bakha iimodeli zokulawula imisebenzi yekhredithi kunye nokulawula kunye nokuvavanya umngcipheko wekhredithi, umngcipheko weemarike, umngcipheko we-ALM (i-Asset and Liability Management), njl. Ziyimiyinge ye Iofisi ePhakathi kwaye wenze uhlalutyo lomngcipheko weemarike kunye ne-asethi kunye novavanyo loxinzelelo.

🥀 I-Quantum Finance vs Ubunjineli bezeMali

I-Quantum finance igxile kwiimodeli zemathematika ezisetyenziselwa ukugcinwa kwamaxabiso kunye nokulinganisa umngcipheko. Ubunjineli bezemali ihamba ngakumbi ukugxila kwizicelo kunye nokwakha izixhobo eziza kuphumeza iziphumo zemodeli.

Ubunjineli bezemali budibanisa ithiyori yeemathematika ye-quantum finance kunye nokulinganisa ikhompyuter ukwenza ixabiso, urhwebo, ukhuselo, kunye nezinye izigqibo zotyalo-mali.

🥀 Kutheni i-quantum finance ibalulekile?

I-Quantum Finance yeyona nto iphambili apho ufunda yonke into oyifunayo ukuze ube ngumhlalutyi wobungakanani okanye ubungakanani. Nangona i-quantum finance ibalulekile kumnqweno wokufunda, kuyinyani ukuba abantu abaninzi abanobuchule kurhwebo baphuma kuzo zonke iintlobo zemvelaphi.

Kwabonwa kwi 2017-2018, kuphela 60% abathathi-nxaxheba ababhalise kwiiprogram zokuqeqeshelwa umsebenzi kwimali yobungakanani abanayo imvelaphi yezemali. Ke, ukuba unemvelaphi kwezemali, kulungile, kodwa ukuba awunayo, unokubhalisa ngokulula kwenye yediploma okanye iinkqubo zesatifikethi.

Emva kokuba ngumhlalutyi wobungakanani, uphononongo olunzulu lwemali yobungakanani lunokukunceda kwezinye iindawo eziphambili ezinjengoLawulo lwePotfoliyo kunye neeMarike zeMali.

🥀 Zeziphi iziqinisekiso ozifunayo ukuze ube ngumhlalutyi we-quantum?

Xa unqwenela ukuba ngumhlalutyi wobungakanani, kufuneka ukhethe isiqinisekiso esifanelekileyo:

Iikhosi zeDiploma

Kukho iseti yezifundo zesidanga ezimbalwa onokukhetha kuzo ukuze ujike umnqweno wakho wokuba sisixa sibe yinyani. Unokukhetha ikhosi kuluhlu olukufanelayo ngokusekelwe kwizinto ozithandayo kunye nemvelaphi. Unokwenza a master kubunjineli bezemali.

Kuba i-Master kubuNjineli bezeziMali ikubonelela ngolwazi olunzulu ukusuka kuvavanyo lwamanani ukuya kwimodeli yezoqoqosho, esi sisifundo sobunjineli sokukunceda kwihlabathi lokwenyani.

Njengoko ufumana ubuchule kuhlalutyo lobungakanani, unokusebenza ngokuzithemba njengesikhundla ekugqibeni lo msebenzi.

Unokwenza a I-Master kwiMathematika yezeMali. Esi sidanga sikunika ingqiqo enzulu kwiindlela zobungakanani bezemali. Kuba ijolise kwimathematika yezemali, uya kuxhotyiswa ngalo lonke ulwazi oluyimfuneko ukuze emva koko ube kwindawo yohlalutyo lobungakanani.

Le khosi ijolise kukukwenza ube nobuchule ekusebenziseni imathematika yezemali njengenani. Kwakhona, emva kokugqiba le khosi, uya kuba nakho ukwenza izigqibo ezinengqiqo ngokusekelwe kuhlalutyo lobungakanani.

Unokwenza i-master's kwidatha, i-master's kwimathematika kunye ne-computational finance okanye i-master's kwi-application economics.

IiNkqubo zeZiqinisekiso

Ezinye iinkqubo zesatifikethi sobungakanani bezemali zinokukunceda ukuba uqhubele phambili umsebenzi wakho kunye nezakhono. Nokuba ufuna into enokukunceda uqalise umsebenzi wakho okanye ukomeleza izakhono zobuchwephesha obuphakathi, inkqubo yesatifikethi iyayifeza injongo yakho. Nazi ezinye iinkqubo zoqinisekiso:

• Inkqubo yeSiqinisekiso soBuchule ekuLawulweni koMngcipheko kwezeMali
• Isatifikethi kwizifundo zobungakanani bezeMali
• Isatifikethi sobungakanani bezinto ezisisiseko

🥀 Ikamva lobungakanani bemalique

Iimali kunye ne-quantum finance zilapha ukuhlala! Ngeenkampani ezikhulayo kunye nesixa esikhulu sedatha kunye nemali ebandakanyekayo, ukufikelela kunye nemfuno yenkxaso-mali yobungakanani bukhula ngendlela engazange ibonwe ngaphambili. I-Quantum finance ayisekho nje malunga nezibalo ezintsonkothileyo kunye neemodeli zestochastic.

Njengoko imali isiya isiba nobuchule ngakumbi, isayensi yedatha, umatshini kunye nokufunda nzulu, kunye nobukrelekrele bokwenziwa buthatha iindlela zokuthatha izigqibo ezinolwazi kwintsimi.

Ke, i-quantum finance ifikelela kwiindawo eziphakamileyo ngokusebenzisa amandla e-high-processing algorithms yekhompyuter esivumela ukuba sihlalutye idatha enkulu kwaye siqhube iimodeli zemodeli kwii-nanoseconds.