26 Jan 2023
Seminar, Lecture, Talk
Department of Mathematics - Hong Kong - Singapore joint Seminar Series
in Financial Mathematics/Engineering - A coupling approach to the turnpike phenomenon in stochasticcontrol and McKean-Vlasov control
Coupling methods provide a powerful toolbox for the quantitative analysis of the long-time behaviour of Markov processes. In particular, coupling by reflection allows to establish sharp exponential convergence results in
19 Jan 2023
Seminar, Lecture, Talk
Department of Mathematics - HK-Singapore Joint Seminar Series in Financial Mathematics/Engineering - Cash Policies and Firm Size 
Understanding firms’ demand for cash is critical for answering many economic questions. We develop a model of firm dynamics allowing for heterogeneous size.
19 Jan 2023
Seminar, Lecture, Talk
Department of Mathematics - SEMINAR ON FINANCIAL MATHEMATICS AND APPLIED MATHEMATICS - Weak Hedging Problems:An Optimal Transport Approach
In this work, we introduce a general weak hedging problem of European options in complete nonlinear markets, generalising the problems of super-replication, quantile hedging and PnL matching.
12 Jan 2023
Seminar, Lecture, Talk
Department of Mathematics - Hong Kong-Singapore joint Seminar Series in Financial Mathematics/Engineering - Non–regular McKean–Vlasov equations and calibration problem in local stochastic volatility models
In this talk, motivated by the calibration problem in local stochastic volatility models, we will investigate some McKean-Vlasov equations beyond the usual requirement of continuity of the coefficients in the measure variable for the Wasserstein topology.
12 Jan 2023
Seminar, Lecture, Talk
Department of Chemistry - Seminar - Computer Assisted Synthesis: Vision, Results and Challenges
Speaker: Prof. Olaf G. WIEST Department: Department of Chemistry and Biochemistry Institution: University of Notre Dame, USA Hosted by: Prof. Zhenyang LIN Venue: Room 2404, 2/F (Lift 17/18), Academic Building, HKUST  
11 Jan 2023
Seminar, Lecture, Talk
Department of Chemistry Seminar - Gain by Strain: Donor-Acceptor Cyclopropanes to Access Carbo and Heterocyclic Compounds
Speaker: Professor Daniel B. WERZ Institution: Institute of Organic Chemistry, Germany Hosted by: Professor Yangjian QUAN   Abstract
9 Jan 2023
Seminar, Lecture, Talk
Department of Mathematics - Joint Seminars on Mathematics And Mechanical & Aerospace Engineering - Combustion Design in Turbomachinery
A combustor is the critical component in a turbomachine and produces thermal energy for airplanes and gas turbines. It embodies the most advanced technologies in engineering and manufacturing.
9 Jan 2023
Seminar, Lecture, Talk
Department of Mathematics - Joint Seminars on Mathematics And Mechanical & Aerospace Engineering - Heat Transfer at Speed of Sound
You may have learnt the physics of heat conduction and thermal conductivity in high school and college.
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