Leonidas Rompolis

Leonidas Rompolis is an Associate Professor of Finance at the Department of Accounting and Finance, School of Business, Athens University of Economics and Business (AUEB). He previously held academic positions at the University of Cyprus, National Technical University of Athens, and Hellenic Open University. He also conducts professional seminars for financial sector practitioners.

Education includes:

• Ph.D. in Finance, Athens University of Economics and Business
• M.Sc. in Statistics and Stochastic Models in Economics and Finance, Paris 7 & Paris 1 Universities/ENSAE
• B.Sc. in Mathematics, University of Athens

His research focuses on financial mathematics, computational finance, and financial econometrics, with specific applications in derivatives valuation, volatility modeling, and risk-neutral pricing. He develops quantitative methodologies for analyzing financial markets and derivative instruments.

Publications emphasize empirical and theoretical innovations in derivatives pricing, volatility analysis, and risk-neutral estimation techniques, predominantly in high-impact finance journals. Research has been funded by European and Greek institutions.