Tenure-Track Assisstant Professor Department of Mathematics

Zeng Pingping,assistant Professor , graduated from the University of Electronic Science and Technology with a bachelor's degree in 2010. She graduated from the Hong Kong University of Science and Technology with a Ph.D. in 2014. From 2014 to 2016, he worked as a postdoctoral researcher at the University of Vienna and the Hong Kong University of Science and Technology. Her main research areas are financial mathematics and computational finance.She was awarded second prize in the 3rd young teachers'competition of SSTU in 2019 and outstanding party member of SSTU in 2019.

Personal Profile

Zeng Pingping,assistant Professor , graduated from the University of Electronic Science and Technology with a bachelor's degree in 2010. He graduated from the Hong Kong University of Science and Technology with a Ph.D. in 2014. From 2014 to 2016, he worked as a postdoctoral researcher at the University of Vienna and the Hong Kong University of Science and Technology. Her main research areas are financial mathematics and computational finance.

Research

Financial Mathematics, Computational Finance


Teaching

Financial Risk Management

Models and Pricing of Financial Derivatives


Publications Read More

1. Huang, Yao Tung, Pingping Zeng, and Yue-Kuen Kwok. Optimal initiation of Guaranteed Lifelong Minimum Withdrawal with dynamic withdrawals. SIAM Journal on Financial Mathematics, 2017, 8(1): 804-840.

2. Wendong Zheng, Pingping Zeng, Pricing timer options and variance derivatives with closed-form partial transform under the 3/2 model, Applied Mathematics Finance,2016,23(5): 344-373

3. Pingping Zeng, Yue-Kuen Kwok, Pricing bounds and approximations for discrete arithmetic Asian options under time-changed Lévy processes, Quantitative Finance, 2016, 16(9): 1375-1391

4. Pingping Zeng, Yue-Kuen Kwok, Wendong Zheng, Fast Hilbert transform algorithms for pricing discrete timer options under stochastic volatility models, International Journal of Theoretical and Applied Finance, 2015, 18(7)

5. Pingping Zeng, Yue-Kuen Kwok, Pricing barrier and Bermudan style options under time-changed Lévy processes: fast Hilbert transform approach,SIAM Journal on Scientific Computing, 2014, 36(3): B450-B485

6. Yong Duan, Yuanming Zheng, Pingping Zeng, Convergence estimate of the RBF-based meshless method for initial-boundary value problem of wave equations. Engineering Analysis with Boundary Elements, 2012, 36(3): 303-309

News More

  • 2019 “Shenzhen Cup” Mathematical Modeling Challenge launched

    2019-11-10
  • Department of Mathematics visits counterparts of Huizhou University

    2019-11-10
  • Department of Mathematics approved for the post-doctoral research station

    2019-11-10

Lab members Read More

Join us

The SUSTech Mathematics Department was founded in June 2015. As of the 2018 - 2019 academic year, the Department consists of 39 faculty members, 72 graduate students, and 249 undergraduate majors. The Department is currently located in Block (Building) 3, Hui Yuan (Wisdom Garden), 1088, Xueyuan Boulevard. Our administrative office is situated in Room 401 on the fourth floor.

The Department offers undergraduate degrees in the following areas:

Mathematics and Applied Mathematics

Statistics

Financial Mathematics

Our graduate program (master and doctoral) covers nearly all fields of mathematical sciences. In addition, the Department also offers joint Ph.D. programs with a few well-known overseas and Hong Kong/Macao universities providing excellent opportunities for prospective students.

Our faculty members’ research covers a broad range of areas including Mathematics (dynamical systems, algebra and combinatorics, algebraic number theory, PDEs, mathematical physics and differential geometry, etc.), Computational and Applied Mathematics (applied mathematics, numerical analysis, computational fluid dynamics, scientific computing, inverse problems, data science, etc.), Probability and Statistics, and Financial Mathematics.

The Department is well-funded for its research effort. In the last three years, our faculty members have successfully obtained 35 new external research grants (25 at the national level), totaling over 15 million RMB. The success rate of our faculty’s grant application to China’s National Natural Science Foundation is among the highest in the nation.

The Department enjoys an outstanding faculty. Most of our senior faculty members have had tenured positions in leading Universities in the US, Canada, Australia, and European Countries. Most of our junior faculty have had multiple years of teaching and research experiences overseas, after receiving their degrees in some of the top universities in the world. Our faculty members have been invited to speak at major international conferences such as ICM, obtained distinguished honors such as membership to the Chinese Academy of Sciences and National Science Award, asked to serve on the editorial boards of more than 30 international research journals, and published in prestigious journals such as Annals of Mathematics and Inventiones Mathematicae.

As the Department continues to grow, we are actively recruiting new faculty members, postdocs, visitors and graduate students. We welcome outstanding candidates to join us in our exciting journey to become a first-rate mathematical department in the world.

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Contact Us

Contact Address

No 1088,xueyuan Rd., Xili, Nanshan District,Shenzhen,Guangdong,China

Office Phone

0755-88018701

Email

zengpp@sustech.edu.cn

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