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.