Introduction to Derivative Markets by Daniel Brown and John C. Miller

About the Author

Daniel Brown

Daniel Brown, D Phil, is a teaching professor at the Leeds School of Business, at the University of Colorado, Boulder. He teaches classes on derivative securities, applied derivative securities, optimization in finance, and financial analysis. He is responsible for the Quantitative Finance certificate program. He has led education-abroad trips to London. He was the winner of the Frascona Teaching Excellence Award in 2017 and recipient of a Dean’s Faculty Teaching Award in 2024. Prior to joining Leeds, Daniel spent 18 years working in the derivatives industry. First, he worked at Credit Suisse for 14 years. His roles ranged from risk management to quantitative development and trading. He spent two years at CQS, a hedge fund focused on convertible bond and credit strategies, and then two years at Morgan Stanley. In 2011, he walked into his boss’s office in London, quit his job, and moved to Colorado to start his teaching career. As he tells his students when they are writing their resume, “put something that is uniquely you at the bottom.” In 2023, he ran a 5:39 age-group All-American mile at the age of 55.

John C. Miller

John Miller has been a senior lecturer in the Department of Applied Mathematics and Statistics at Johns Hopkins University since 2015, where he teaches courses on topics such as quantitative equity trading and exotic equity derivatives. His research interests include quantitative finance and computational number theory. He is the director of the financial mathematics master’s degree program. His professional experience includes working from 1992 to 2007 in Tokyo, Hong Kong, New York, and London for the investment bank Credit Suisse, where he served as a statistical arbitrage trader, exotic options trader, managing director of equity derivatives trading, and the global chief risk officer for the equities division. He received a BSE in electrical engineering from Princeton University in 1992 and a PhD in mathematics from Rutgers University in 2015.