Teaching

Lecture notes

Lecture notes in English

My lecture notes on Fixed Income Modelling and Financial Asset Pricing Theory are published as books

Recursive utility in financial economics (Sep 16, 2021), 126 pages.

Dynamic Asset Allocation (February 5, 2017), 305 pages. Incomplete and informal lecture notes used in a Ph.D. course and an advanced master's course.

Introduction to the numerical solution of partial differential equations in finance (April 3, 2020), 11 pages.

Lecture notes in Danish

Indledende obligations- og rentestrukturanalyse (August 2012). 130 pages (with Christian Riis Flor and Linda Sandris Larsen, University of Southern Denmark)

Afledte aktiver (July 2000) - 100 pages.

Supplerende note om udbytter i Black-Scholes-Mertons model og binomialmodellen (September 2001) - 8 pages.

Teaching experience

PhD level

Courses in

Asset Pricing, Asset Allocation, and Continuous-time Finance

at Copenhagen Business School, the Graduate School of Finance in Finland, Aarhus University, the Danish Doctoral School of Finance, the Graduate School of Economics in Bonn, and the Center for Financial Studies in Frankfurt.

MSc level

Courses in

Investments, Capital Market Theory, Asset Pricing, Asset Allocation, Fixed Income, and Derivatives and Risk Management

at Copenhagen Business School, Aarhus University, and the University of Southern Denmark.

BSc level

Courses in Introductory finance and business economics at the University of Southern Denmark.