  In this article we model a financial derivative price as an observable on the
market state function. We apply geometric techniques to integrating the
Heisenberg Equation of Motion. We illustrate how the non-commutative nature of
the model introduces quantum interference effects that can act as either a drag
or a boost on the resulting return. The ultimate objective is to investigate
the nature of quantum drift in the Accardi-Boukas quantum Black-Scholes
framework which involves modelling the financial market as a quantum
observable, and introduces randomness through the Hudson-Parthasarathy quantum
stochastic calculus. In particular we aim to differentiate randomness that is
introduced through external noise (quantum stochastic calculus) and randomness
that is fundamental to a quantum system (Heisenberg Equation of Motion).
