Quantitative Methods for ESG Finance

Name: Quantitative Methods for ESG Finance
Brand: Unknown
SKU: 9781119903802
Price: 94.99 NZD
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By Cyril Shmatov and Cino Robin Castelli

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Summary

_In Quantitative Methods for ESG Finance_, Cyril Shmatov and Cino Robin Castelli offer a detailed exploration of integrating Environmental, Social, and Governance (ESG) considerations into financial decision-making. The book focuses on the application of quantitative techniques to assess and manage ESG risks and opportunities, providing financial professionals with practical tools and insights to incorporate ESG criteria into their investment strategies.
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Format: Hardback

$94⁹⁹

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Quantitative Methods for ESG Finance

$94⁹⁹

Book Hero Magic created this recommendation. While it's new and still learning, it may not be perfect - your feedback is welcome! IS THIS YOUR NEXT READ?

This book may appeal to you if you are interested in understanding and applying quantitative approaches to Environmental, Social, and Governance (ESG) finance. It provides detailed insights and strategies for integrating ESG criteria into investment analysis, making it a valuable resource for finance professionals and students eager to align their investment practices with sustainable and ethical considerations.

Quantitative Methods for ESG Finance

Description

A quantitative analyst’s introduction to the theory and practice of ESG finance

In Quantitative Methods for ESG Finance, accomplished risk and ESG experts Dr. Cyril Shmatov and Cino Robin Castelli deliver an incisive and essential introduction to the quantitative basis of ESG finance from a quantitative analyst’s perspective. The book combines the theoretical and mathematical bases underlying risk factor investing and risk management with accessible discussions of ESG applications.

The authors explore the increasing availability of non-traditional data sources for quantitative analysts and describe the quantitative/statistical techniques they’ll need to make practical use of these data. The book also offers:

A particular emphasis on climate change and climate risks, both due to its increasing general importance and accelerating regulatory change in the space
Practical code examples in a Python Jupyter notebook that use publicly available data to demonstrate the techniques discussed in the book
Expansive discussions of risk factor investing, portfolio construction, ESG scoring, new ESG-driven financial products, and new financial risk management applications, particularly those making use of the proliferation of “alternative data”, both text and images

A must-read guide for quantitative analysts, investment managers, financial risk managers, investment bankers, and other finance professionals with an interest in ESG-driven investing, Quantitative Methods for ESG Finance will also earn a place on the bookshelves of graduate students of business and finance.

Book Details

INFORMATION

ISBN: 9781119903802

Publisher: John Wiley & Sons Inc

Format: Hardback

Date Published: 28 November 2022

Country: United States

Imprint: John Wiley & Sons Inc

Audience: General / adult

DIMENSIONS

Spine width: 28.0mm

Width: 183.0mm

Height: 257.0mm

Weight: 544g

Pages: 240

Collections

Cino Robin Castelli Cyril Shmatov Education & Reference Finance & Economics Finance & Investment Non-Fiction Science & Nature

About the Author

CYRIL SHMATOV, PHD is Head of Enterprise Stress Testing (Managing Director) at Citigroup and Adjunct Associate Professor of Industrial Engineering and Operations Research at Columbia University. An area of particular interest for Cyril is ESG (Environmental, Social and Corporate Governance) Finance, including the management of financial risks associated with Climate Change and the quantitative analysis techniques that make such management possible. Cyril’s recent research focuses on leveraging alternative data for Climate Risk quantification and management, including its practical aspects from a financial institution’s perspective. Cyril holds a PhD in Applied Mathematics from Columbia University.

CINO ROBIN CASTELLI is Director at Citi, Business Unit Manager for Enterprise Risk Management, the area that covers, amongst other topics, Climate Risk. Prior to this position, Robin was the Chief Strategy Officer for Quantitative Risk and Stress Testing, the division of Risk tasked with developing all the quantitative models used for Market Risk, Counterparty Risk, Credit and Obligor Risk Analytics, Risk Capital Analytics, and Stress Testing. Robin is also co-founder and former Executive VP for Business Development at MacroUSA, in the field of Unmanned Ground Vehicles, and prior to that, co-founder, CEO and president of Macroswiss SA. Robin holds a Bachelor’s Degree and a Master’s Degree in Molecular Biology, summa cum laude, from Università degli Studi di Milano-Bicocca, with an evolutionary biology thesis on “Chromosomal rearrangements as speciation mechanisms.”