1月30日
研討會, 演講, 講座
Department of Chemistry - PhD Student Seminar - Chemistry in Meltblown Fabric Manufacturing
Student: Mr. Long JIN Department: Department of Chemistry, HKUST Supervisor: Professor Wan CHAN
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1月30日
研討會, 演講, 講座
Physics Department - Determination of Spin-triplet Superconductivity with Phase-sensitive Methods
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1月30日
研討會, 演講, 講座
Department of Chemistry - PhD Student Seminar - A Guide to the Safety of Chinese Herbal Medicine
Student: Mr. Chi Kong CHAN Department: Department of Chemistry, HKUST Supervisor: Professor Wan CHAN
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1月27日
研討會, 演講, 講座
Department of Chemistry Seminar - Access Molecular Complexity and Functionality by Breaking Symmetry of Dicarbonyl Compounds
Speaker: Professor Zhongxing HUANG Institution: State Key Laboratory of Synthetic Chemistry, Department of Chemistry, University of Hong Kong Hosted By: Professor Yangjian QUAN   Abstract
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1月26日
研討會, 演講, 講座
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
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1月19日
研討會, 演講, 講座
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.
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1月19日
研討會, 演講, 講座
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.
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1月12日
研討會, 演講, 講座
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.
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