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Thomas Kokholm

Title

Professor

Primary affiliation

Thomas Kokholm CV

Areas of expertise

  • Volatility derivatives
  • Derivatives pricing
  • Risk management
  • Credit risk
  • Market microstructure

Contact information

Telephone number
Email address

Profile

Thomas Kokholm was hired as Professor in June 2021 after having held a position as Associate Professor since January 2013. He has been a visiting scholar at Columbia University, New York, USA in the periods January-October 2008, February-July 2011 and a visiting scholar at Imperial College, London in the period February - March 2013. He is a research fellow at the Danish Finance Institute (DFI) and at the Center for Research in Energy: Economics and Markets (CoRE).

Research

Thomas has published acrticles within areas covering volatility derivatives, risk management, credit risk, market microstructure, and derivatives pricing.

Teaching activities

Thomas has taught courses at both undergraduate and graduate level covering material within fixed income, credit risk, derivatives pricing, asset pricing, and basic finance.

Job responsibilities

Thomas is the head of the finance section at the Department of Economics and Business Economics and he is the chair of the programme committee for the education in Mathematics-Economics. In addition, he serves as a member of the academic committee under the Danish FSA for the approval of learning objectives for the certification of financial advisors.

Selected publications

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