Handbook of Sustainable Finance
Author
Thierry Roncalli
Date
January 13, 2023
Format
17.8 x 5.5 x 25.4 cm
Hardcover
562 pages
Top
This comprehensive textbook offers readers the chance to develop a sound understanding of sustainable finance and the mathematical models
that drive esg and climate risk.
Contains xxx exercises, xxx figures and more than xxx examples and illustrations.
Download the electronic version (562 pages)
Download the Matlab toolbox and the corresponding programs
Download the tex source of the handbook
Download the pdf files of the charts
Download the slides
Lecture 1 (Introduction) ,
Lecture 2 (ESG Scoring) ,
Lecture 3 (Impact of ESG Investing on Asset Prices and Portfolio Returns) ,
Lecture 4 (Equity Portfolio Optimization with ESG Scores) ,
Lecture 5 (Sustainable Financial Products, Impact Investing & Engagement) ,
Lecture 6 (Global Warning & Climate Change) ,
Lecture 7 (Economic Modeling of Climate Change) ,
Lecture 8 (Climate Risk Measures) ,
Lecture 9 (Transition Risk Modeling) ,
Lecture 10 (Climate Portfolio Construction) ,
Lecture 11 (Equity and Bond Portfolio Optimization with Green Preferences) ,
Lecture 12 (Physical Risk Modeling) ,
Lecture 13 (Climate Stress Testing and Risk Management) .
Download the merged file of the slides (1114 pages)
Download the TeX source of the slides
Download the old slides of the course in Sustainable Finance (736 pages)
Download examination
2022 ,
2023 .
Download project
M2 UPMC .
Top
Back to the main page .