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Thomas Kirkegaard Kloster is a PhD fellow at the Department of Economics and Business Economics, Aarhus University. He holds a masters degree in mathematical finance from Aarhus University (2022).
Thomas' research interests include volatility modelling, financial derivatives, and energy markets, with a particular focus on the mathematical modelling aspects. He is particularly interested in developing robust methods to handle and implement sophisticated mathematical models in more tractable ways, for example for the purpose of computing option prices. Thomas has recently developed an interest in energy markets and financial derivatives in these markets.
His PhD supervisors are associate professor Elisa Nicolato and professor Thomas Kokholm.
Thomas has previously taught the 'derivatives' part of the course 'investment and finance' in the mathematics-economics programme at the Department of Mathematics. Additionally, he undertakes supervision of bachelor theses.