Lecture notes in English

• Review of Continuous-Time Term-Structure Models, Part I: equilibrium models (November 2001)
• Review of Continuous-Time Term-Structure Models, Part II: Arbitrage-Free Models (April 1998)
• Pricing Fixed-Income Derivatives with the Forward-Risk Adjusted Measure (April 1998)

Lecture notes in Danish

• Matrix Algebra med Excel (august 2002)
• Generalized Methods of Moments (oktober 2002)
• Vektor AutoRegression (VAR) Modeller (november 2002)
• Robuste Kovariansmatricer for OLS Estimation af Parametrene i en Regressionsmodel (marts 2006)
• Introduktion til Statistiske Modeller for Finansielle Tidsserier (marts 2006)
• ARCH/GARCH Modeller (april 2006)