Free shipping on orders over $99
Quantitative Methods for ESG Finance

Quantitative Methods for ESG Finance

by Cyril Shmatov and Cino Robin Castelli
Hardback
Publication Date: 11/01/2023

Share This Book:

20%
OFF
RRP  $82.95

RRP means 'Recommended Retail Price' and is the price our supplier recommends to retailers that the product be offered for sale. It does not necessarily mean the product has been offered or sold at the RRP by us or anyone else.

$66.75
or 4 easy payments of $16.69 with
afterpay

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.

ISBN:
9781119903802
9781119903802
Category:
Finance & accounting
Format:
Hardback
Publication Date:
11-01-2023
Language:
English
Publisher:
John\Wiley#& Sons, Limited
Country of origin:
United Kingdom
Pages:
240
Dimensions (mm):
256.5x182.9x27.9mm
Weight:
0.54kg
Cyril Shmatov

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

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 Universita degli Studi di Milano-Bicocca, with an evolutionary biology thesis on "Chromosomal rearrangements as speciation mechanisms."

This title is in stock with our Australian supplier and should arrive at our Sydney warehouse within 1 - 2 weeks of you placing an order.

Once received into our warehouse we will despatch it to you with a Shipping Notification which includes online tracking.

Please check the estimated delivery times below for your region, for after your order is despatched from our warehouse:

ACT Metro: 2 working days
NSW Metro: 2 working days
NSW Rural: 2-3 working days
NSW Remote: 2-5 working days
NT Metro: 3-6 working days
NT Remote: 4-10 working days
QLD Metro: 2-4 working days
QLD Rural: 2-5 working days
QLD Remote: 2-7 working days
SA Metro: 2-5 working days
SA Rural: 3-6 working days
SA Remote: 3-7 working days
TAS Metro: 3-6 working days
TAS Rural: 3-6 working days
VIC Metro: 2-3 working days
VIC Rural: 2-4 working days
VIC Remote: 2-5 working days
WA Metro: 3-6 working days
WA Rural: 4-8 working days
WA Remote: 4-12 working days

Reviews

Be the first to review Quantitative Methods for ESG Finance.