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Full Description
Handbook of Quantitative Sustainable Finance is an edited collection concerning the integration of sustainability and climate risk considerations into mathematical and quantitative finance. This comprehensive handbook provides a valuable resource for researchers, practitioners, policymakers, and students who are interested in understanding the practical role of quantitative techniques in delivering sustainable finance and investment.
The book is divided into four main parts: Risks and Regulation; Asset Pricing and Portfolio Management; Data, Measurement, and AI; and Product Design and Specific Markets. Although this structure offers a coherent, unifying structure to the book, each chapter has been written so as to be self-contained and useful to readers interested in any specific aspect of quantitative sustainable finance. Every chapter has been written by leading experts in their field, and offers a useful, authoritative window into the state of research and practice.
Features
· Numerous contributions from leading experts in sustainable finance
· Cutting edge analysis of recent technological advances in areas such as artificial intelligence
· Practical tools and ideas for working quants, as well as valuable material for academic study.
Contents
1 Introduction: what can quantitative finance bring to sustainable finance? I Risks and Regulation 2 Transition risks: a new frontier for risk management 3 Green investment and asset stranding under transition scenario uncertainty 4 Climate stress testing 5 Combating climate change with green quantitative easing II Asset Pricing and Portfolio Management 6 Dissecting green returns 7 Climate impact investing 8 Quantifying the impact of impact investing 9 Performance attribution for portfolio constraints 10 Portfolio alignment and net zero investing III Data, Measurement, and AI 11 Data for climate and sustainable finance 12 Estimating corporate greenhouse gas emissions 13 Measurement of firm climate risks 14 ESG scores to the rescue: objectives, procedures, and uses IV Product Design and Specific Markets 15 The value of green energy: optimal investment in mutually exclusive projects and operating leverage 16 The effect of pro-environmental preferences on bond prices: Evidence from green bonds 17 Stochastic carbon regulation in continuous time 18 Insurance products and sustainability
