Dr. Thomas Lonon

Ph.D. in Mathematics, Stevens Institute of Technology, Hoboken, NJ Overall GPA 3.85  2013
Thesis: “Option Pricing Utilizing a Jump Diffusion Model with a Log Mixture Normal Jump Distribution”
Graduate Certificate in Financial Engineering, Stevens Institute of Technology, Hoboken, NJ  2008
Masters in Stochastic Systems, Stevens Institute of Technology, Hoboken, NJ  2007
B.A. in Mathematics Education, Ithaca College, Ithaca, NY  2003
 Financial Engineering: Stochastic Calculus, PDE’s, Jump Diffusion processes, Option pricing, Black Scholes model, Merton model, Regime switching model, Fixed income securities models, Term structure models, etc.
 Statistics: Regression, Multivariate Analysis, Maximum Likelihood Estimators, EM algorithm, Bootstrapping and Cross Validation, Testing
 Empirical Finance: Time series models, GARCH models, Monte Carlo simulations, Discretization of diffusion processes, Trees, Finite difference methods.
 Programming Languages: R, Matlab, and C++, also using Excel
 Communication Skills: Professional tutoring Mathematics, Statistics and Probability courses for over 8 years, helped organizing the series of conferences in HighFrequency Data Modeling in Finance at Stevens.
Stevens Institute of Technology, Teaching Assistant
Courses: Calculus II, III, and IV, Probability and Statistics, Stochastic Calculus for Finance. 20092013
Northwest Middle School, Greensboro, NC, Algebra Teacher, Taught 7^{th} and 8^{th} grades. 20032004
Akin Bay Company LLC. Worked as aconsultant for Vaud Massarsky, performing statistical analysis of financial data. A proprietary trading strategy was evaluated and its performance estimated using statistical tools. (August 2012)
Award for Excellence in Graduate Research (dissertation award) 2013
The Stevens Fellowship for Ph.D. Candidate 20072009
 Thomas Lonon. (2012). Option Pricing Utilizing A Jump Diffusion Model With A Log Mixture Normal Jump Distribution  Graduate Student Speaker at 4th Annual Modeling High Frequency Data in Finance Conference, Hoboken, NJ.
 Thomas Lonon. An Analytic Formula for European Options; Jump Diffusion Models with a Log Mixture Normal Jump Distribution, working paper, to be submitted 2013.