ZENG Pingping

ZENG Pingping is an Associate Professor in the Department of Mathematics at Southern University of Science and Technology (SUSTech), where she has been faculty since June 2016, initially as Assistant Professor before promotion to Associate Professor in June 2023. Her academic career includes postdoctoral research at Hong Kong University of Science and Technology (2015-2016) and University of Vienna (2014-2015), plus a visiting scholar position at University of Waterloo (2014).

Education:

• Ph.D. in Financial Mathematics, Hong Kong University of Science and Technology (2010-2014)
• B.S. in Applied Mathematics, University of Electronic Science and Technology (2006-2010)

ZENG Pingping's research focuses on advanced financial mathematics with particular expertise in derivatives pricing, computational finance, and risk management. Her work bridges theoretical mathematical finance with practical applications in financial markets, developing sophisticated algorithms for pricing complex financial instruments. She specializes in stochastic volatility models, Lévy processes, and numerical methods including Hilbert transforms and Monte Carlo simulations. Her research has significant implications for understanding market behavior, managing financial risk, and developing new quantitative financial products.

Analysis of her publication record reveals a consistent trajectory of high-impact research in quantitative finance, with recent work (2022-2024) increasingly focusing on Asian options, drawdown analysis, and regime-switching models. Her publications appear in top-tier journals including Mathematical Finance, Quantitative Finance, and SIAM Journal on Financial Mathematics, demonstrating her standing in the field. Notably, several papers have achieved recognition on the SSRN Top Ten List, highlighting their influence in academic finance circles.

Scientific Awards:

• 9th Epsilon Fund Award from HKUST Department of Mathematics (2014)
• SUSTech Third Teaching Competition Second Prize (2019)
• SUSTech Outstanding Communist Party Member (2019)

ZENG Pingping actively mentors students and researchers, currently leading a research group at SUSTech focused on financial mathematics and computational finance. She has secured significant research funding including a National Natural Science Foundation of China General Program (2022-2025) worth 500,000 RMB for developing new Monte Carlo methods and applications in derivatives pricing and risk management, plus an earlier Youth Science Foundation Project (2018-2020) focused on Hilbert transform methods for derivatives pricing. Her research group welcomes postdoctoral researchers, doctoral students, and research assistants interested in cutting-edge quantitative finance research.