Paul ZIMMERMANN

Paul ZIMMERMANN is an Associate Professor of Finance at IÉSEG School of Management in France. He holds a Ph.D. in Finance from the University of Paris I Panthéon-Sorbonne (2015), complemented by advanced degrees in Mathematics from University Pierre et Marie Curie (Paris VI). His professional journey includes roles as a quantitative analyst and Head of Quantitative Analysis at Boussard & Gavaudan Asset Management (2004–2017) and teaching Mathematics in French high schools (1998–2004).

• Education:
  • Ph.D. in Finance, University of Paris I Panthéon-Sorbonne (2015)
  • Master by Research (DEA) in Market Finance, University of Paris I (2001)
  • Master by Research (DEA) in Mathematics, University Pierre et Marie Curie (1997)
  • Agrégation in Mathematics, University Pierre et Marie Curie (1996)

His research focuses on Futures and Options, Corporate Default Risk, Hybrid Securities, and Market Microstructure. Key themes include credit-equity interactions, volatility modeling, and derivatives pricing. Recent work examines information flow between credit derivatives and equity markets, and the role of leverage effects in credit markets.

Publications span top journals like Journal of Financial Intermediation and European Journal of Operational Research, reflecting his expertise in financial markets and quantitative finance.

• Awards:
  • Semi-finalist for best paper award in 'Options and Derivatives' (FMA Annual Meeting, 2018)

Teaching and Grants: He teaches courses such as Corporate Financing Policy and Derivatives at the Executive Mastère Spécialisé and Grande École programs. While no formal grants are listed, his industry experience bridges academic research with practical financial analysis.