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.

Research

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

Teaching activities

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

Job responsibilities

  • Head of the Finance section
  • Chair of the programme committee for Mathematics-Economics

Selected publications

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