[photo Thomas Bernhardt]

Thomas Bernhardt [CV]

Institution	London School of Economics and Political Science
Status	Ph.D. Student in the Department of Mathematics
Supervisor	Mihail Zervos
Contact	T.Bernhardt@lse.ac.uk

Research Interests

Measure theoretical problems arising from financial mathematics. Topics related to diffusions including alternatives to Lévy models and reflected SDEs. Stochastic analysis and Filtering.

Working Papers and Thesis

Itô semi-diffusions, an alternative approach to Lévy models Thomas Bernhardt, Mihail Zervos
Weak solutions to SDEs, reflected in a càdlàg function Thomas Bernhardt, Mihail Zervos
Filtering problems with stochastic intensities of Cox Jump processes (in German) [thesis] Dirk Becherer, Thomas Bernhardt, Pavel Gapeev

Talks

9th World Congress of the Bachelier Finance Society, New York, USA, July 2016 [slides] presented paper [2]
5th Berlin Workshop on Mathematical Finance for Young Researchers, Berlin, Germany, June 2016 [slides] presented paper [3]
Frontiers in Stochastic Modelling for Finance, Padua, Italy, February 2016 presented paper [2]
Financial Mathematics Reading Group, LSE, London, UK, October 2013 [slides] presented thesis [1]