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 is Professor at the Department of Economics and Business Economics. His research focuses on derivatives and financial markets, with particular emphasis on volatility, credit risk, and market microstructure. He has been visiting scholar at Columbia University (January–October 2008 and February–July 2011) and at Imperial College, London (February–March 2013). He is currently 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 articles in the areas of volatility derivatives, risk management, credit risk, market microstructure, and derivatives pricing.

Teaching activities

Thomas has extensive teaching experience at both undergraduate and graduate levels. His teaching covers fixed income, credit risk, derivatives pricing, asset pricing, and introductory finance.

Job responsibilities

Thomas serves as Head of the Finance Section at the Department of Economics and Business Economics. In addition, he is a member of the academic committee under the Danish Financial Supervisory Authority (FSA), contributing to the approval of learning objectives for the certification of financial advisors.

Selected publications

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