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alexbougias
  • Member for 6 years, 5 months
  • Last seen more than 3 years ago
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About

Quantitative Analyst working at Stout. Previously, Risk Quant at EY and researcher at AUEB. Focusing on the application of option pricing theory on the valuation of complex corporate securities.

Publications

  • Bougias, A., A. Episcopos, and G.N. Leledakis (2022). The role of asset payouts in the estimation of default barriers, International Review of Financial Analysis 81 (May) 102091.
  • Bougias, A., A. Episcopos, and G.N. Leledakis (2022). Valuation of European firms during the Russia-Ukraine war, Economics Letters 218 (September) 110750.

Working papers

  • Michopoulos, I., A. Bougias, A. Episcopos, and S. Livanis (2023). Measuring ESG risk premia with contingent claims.
  • Bougias, A., and A. Episcopos (2023). Serial sovereign default risk: Theory and evidence from the equity and CDS markets.
  • Bougias, A., and A. Episcopos (2023). A Theory of Weak Deposit Insurance Schemes.
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