Thomas Lonon (tlonon)

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

  1. 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.
  2. 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.