
Thomas Lonon
Teaching Associate Professor
School of Business
Institutional Service
- AOL Coordinator for QF/FE/FA Member
- Outreach to Seton Hall Member
- PhD Qualifying Exam Committee Member
- FA Curriculum Committee Member
- FE Curriculum Committee Member
- QF Curriculum Committee Member
- Undergraduate Faculty Ambassador Member
- PreCollege Program Member
Selected Publications
Journal Article
- Zhao, H.; Chatterjee, R. N.; Lonon, T. N.; Florescu, I. N. (2019). Pricing Bermudan Variance Swaptions Using Multinomial Trees. The Journal of Derivatives (3 ed., vol. 26, pp. 22--34). Institutional Investor Journals Umbrella.
https://jod.pm-research.com/content/26/3/22. - Zhao, H.; Zhao, Z.; Chatterjee, R. N.; Lonon, T. N.; Florescu, I. N. (2017). Pricing Variance, Gamma, and Corridor Swaps Using Multinomial Trees. The Journal of Derivatives (2 ed., vol. 25, pp. 7--21). Institutional Investor Journals Umbrella.
https://jod.pm-research.com/content/25/2/7.