Laudrup has been linked with a number of roles after an impressive first season at the Liberty Stadium, when he has guided the Swans to Capital One Cup glory.
Swansea were beaten 2-1 at Manchester United's farewell party for Sir Alex Ferguson at Old Trafford but other results meant the Swans are assured of finishing ninth in the Premier League - and Laudrup intends to remain next season to build on that.
He said: "Next season I want to try to consolidate Swansea. There is a lot of challenge there, we're playing in Europe and we would like to have that experience as a club, as a team and I would like to be a part of that.
"Then let's see what happens in the future."
He also claimed that claimed that finishing in the top 10 of the league is an even greater achievement that winning the Capital One Cup.
"This season will always be remembered for the cup but to be in the top 10 is something really, really great," Laudrup said.
"Money is not all not in life, and not in football but it's quite important and to have the lowest budget in the league means to finish in the top 10 may be an even bigger result.
"Our aim has to be to try to consolidate in mid-table. That sounds a bit arrogant but we finished 11th last year and eighth or ninth this season. That's what we have to aim for next season as well and it won't be easy as I know some of the clubs below us want to spend heavily so it's another huge challenge."
Laudrup also paid tribute to Ferguson, saying it was "an honour" for him to be at Old Trafford for the United manager's final home match after nearly 27 years in charge.
He added: "It's something very, very special in football. I don't even remember Manchester United with another manager. It's incredible.
"But if you talk about being manager at one club for 27 years - then no thank you!"
Javier Hernandez opened the scoring before Michu equalised with an excellent volley. Rio Ferdinand, with his first goal since 2008, grabbed a late winner.
Laudrup said: "In the first half we were lucky to only be 1-0 down but we had an excellent second half, scored the equalise, were the better team and had a couple of huge chances.
"Unfortunately in the last couple of minutes we conceded at another set-piece - the thing that has been our weak point all season."