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.   Yao Tung Huang, 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 and 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 and 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*, and 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): 1550046.

5.   Pingping Zeng and 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, and 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

Zeng Pingping's research group is looking for 1-2 postdoctoral researchers. They are required to graduate with a doctor's degree and engage in research related to financial mathematics or computational finance. Interested parties please send your resume to email: zengpp@sustech.edu.cn

Read More

Contact Us

Contact Address

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

Office Phone

0755-88018701

Email

zengpp@sustech.edu.cn

Copyright © 2018 All Rights Reserved.