Paul ZIMMERMANN

Associate Professor

Ph.D. in Finance - University of Paris I Panthéon-Sorbonne

Filière : Finance
Membre du LEM

Curriculum Vitae

Principales Publications

Domaines de Recherche

Enseignement

Formation

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

Expériences Professionnelles

Expérience académique :

2017 - maintenant, Assistant Professor of Finance, IÉSEG School of Management, , France

Expérience en entreprise :

2006 - 2017, Head of Quantitative Analysis, Boussard & Gavaudan Asset Management, Paris, France

2004 - 2006, Quantitative Analyst, Boussard & Gavaudan Asset Management, Paris, France

Prix Scientifiques et Awards

Honors

2018 : Semi-finalist for best paper award in the "Options and Derivatives" category, FMA Annual Meeting

Articles publiés dans des revues à comité de lecture

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.

Afficher tout

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.

Domaines de Recherche

Enseignement

Executive Mastère Spécialisé en Direction Financière :

Grande Ecole (Master cycle) :