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  • Contact Info

Brown, Daniel Gregory Senior Instructor



courses taught

  • APPM 4720 - Open Topics in Applied Mathematics
    Primary Instructor - Fall 2021
    Provides a vehicle for the development and presentation of new topics that may be incorporated into the core courses in applied mathematics. Department enforced prerequisite: variable, depending on the topic, see instructor. May be repeated up to 15 total credit hours. Same as APPM 5720.
  • FNCE 2010 - Fundamentals of Financial Analysis
    Primary Instructor - Spring 2019 / Summer 2019 / Fall 2019 / Spring 2020 / Summer 2020 / Fall 2020 / Spring 2021 / Summer 2021 / Fall 2021
    Prepares students for financial analysis. Covers mathematical and statistical topics required for such analysis, including derivatives, optimization, integration, probability, inference and regression. Students will become proficient in using the tools and applying them to various financial contexts using analytics Excel, and R.
  • FNCE 4040 - Derivative Securities
    Primary Instructor - Fall 2018 / Spring 2020 / Spring 2021
    Develops the modern theory of contingent claims in a mathematical framework oriented toward applications. Examines how to use derivatives for risk management and to tailor portfolio payoffs. Provides an in-depth analysis of the properties of options.
  • FNCE 4070 - Financial Markets and Institutions
    Primary Instructor - Spring 2018
    Examines the economics of financial markets and the management of financial institutions, both domestic and international. Topics include an overview of U.S. and international financial markets, pricing and risk factors, interest rates, markets for securities and financial services and markets for derivative financial instruments. For students planning to take FNCE 4000 and FNCE 4070, it is recommended that FNCE 4070 precede rather than follow FNCE 4000.
  • FNCE 4820 - Topics in Finance
    Primary Instructor - Fall 2021
    Offered irregularly to provide opportunity for investigation into new frontiers in finance. May be repeated up to 6 total credit hours.
  • FNCE 4827 - Experimental Seminar: Topics in Derivatives
    Primary Instructor - Spring 2019 / Spring 2020 / Spring 2021
    This is a markets-oriented survey of derivatives usage. The two major markets covered are equities and commodities. In the equity markets the focus will be on the S&P 500 options market and the VIX. The commodity focus will be on the energy markets of crude oil, its refined products and natural gas. The course will end with a focus on risk management.
  • MBAX 6250 - Derivative Securities
    Primary Instructor - Fall 2019 / Fall 2020 / Fall 2021
    Derivatives, like options, futures, forwards, and swaps, encompass all aspects of finance. Topics cover the characteristics, valuation, and trading strategies associated with derivatives as well as their use in risk management.
  • MBAX 6270 - Applied Derivatives
    Primary Instructor - Spring 2020 / Spring 2021
    Covers applications of financial derivatives and a range of topics, from market risk management to liquidity and counter party risk management in contemporary finance. Specifically, the course examines the pricing and use of financial derivatives, including options, forwards, futures, swaps and credit derivatives in risk management.


International Activities