Thomas Kirkegaard Kloster

Title

Postdoc

Primary affiliation

Thomas Kirkegaard Kloster CV

Areas of expertise

  • Volatility modelling
  • Financial derivatives
  • Energy markets

Contact information

Email address

Profile

Thomas Kirkegaard Kloster is a postdoc at the Department of Economics and Business Economics, Aarhus University. He holds a PhD degree in Economics and Business Economics from Aarhus University (2025) and a masters degree in mathematical finance from Aarhus University (2022). 

Research

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 models to describe complex market dynamics and
robust methods to handle and implement these models in more tractable ways, for example for the purpose of computing option prices. 

Teaching activities

Thomas has previously taught 'financial economics' at the economics programme and 'investment and finance' at the mathematics-economics programme. Additionally, he undertakes supervision of bachelor and masters theses.

Consultancy

Thomas has previously been employed as a quantitative analyst at the energy trading company BD Energy, and is currently acting as quantitative advisor at the energy trading company Nabla Technologies.

Selected publications

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