Skip to main content
alexbougias's user avatar
alexbougias's user avatar
alexbougias's user avatar
alexbougias
  • Member for 6 years, 7 months
  • Last seen this week
Stats
1,416
reputation
34k
reached
33
answers
31
questions
Loading…
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.
1
gold badge
8
silver badges
18
bronze badges
16
Score
10
Posts
16
Posts %
10
Score
11
Posts
17
Posts %
10
Score
5
Posts
8
Posts %
9
Score
8
Posts
12
Posts %
8
Score
5
Posts
8
Posts %
8
Score
4
Posts
6
Posts %
Top posts
View all questions and answers