Paul ZIMMERMANN

Paul ZIMMERMANN
Associate Professor
Ph.D. in Finance - University of Paris I Panthéon-Sorbonne
Track: Finance
LEM Member
Full resume p.zimmermann@ieseg.fr
Curriculum Vitae
Main Publications
Research fields
Teaching
Education
  • 2015 : Ph.D. in Finance, University of Paris I Panthéon-Sorbonne, France
  • 2001 : Master by Research (DEA) in Market Finance, University of Paris I Panthéon-Sorbonne, France
  • 1997 : Master by Research (DEA) in Mathematics, University Pierre et Marie Curie (Paris VI), France
  • 1996 : Agrégation in Mathematics, University Pierre et Marie Curie (Paris VI), France
  • 1995 : Master in Mathematics, University Pierre et Marie Curie (Paris VI), France
Professional Experiences
Academic Experience
  • 2017 - present, Assistant Professor of Finance, IÉSEG School of Management, , France
  • 2000 - 2004, Teacher of Mathematics, Lycée Le Corbusier, Poissy, France
  • 1998 - 2000, Teacher of Mathematics, Lycée Georges Braque, Argenteuil, France
Professional Experience :
  • 2006 - 2017, Head of Quantitative Analysis, Boussard & Gavaudan Asset Management, Paris, France
  • 2004 - 2006, Quantitative Analyst, Boussard & Gavaudan Asset Management, Paris, France
Scientific prizes and Awards
Honors
  • 2018 : Semi-finalist for best paper award in the "Options and Derivatives" category, FMA Annual Meeting
Published Papers in Refereed Journals
  • Raimbourg P., Zimmermann P., (2022). Is Normal Backwardation Normal? Valuing Financial Futures with a Local Index-Rate Covariance, European Journal of Operational Research, 298 (1) 351-367.
  • Zimmermann P., (2021). The Role of the Leverage Effect in the Price Discovery Process of Credit Markets, Journal of Economic Dynamics & Control, 122 (104033) 1-22.
  • Zimmermann P., (2016). The Fallacy of Fully Dividend-Protected Stock Options and Convertible Bonds, Journal of Derivatives, 23 (3) 61-72.
Show all
  • Zimmermann P., (2015). Revisiting the Credit-Equity Power Relationship, Journal of Fixed Income, 24 (3) 77-87.
  • Mysona Stéphane, Zimmermann P., (2012). Adjusting Volatility to Discrete Cash Dividends, Wilmott, 59 50-55.
Research fields
  • Futures and Options
  • Corporate Default Risk
  • Hybrid Securities
  • Market Microstructure
Teaching
Executive Mastère Spécialisé en Direction Financière :
  • Corporate financing policy
Grande Ecole (Master cycle) :
  • Credit risk
  • Financial risk management
  • Derivatives
  • Futures & options