Quantitative Methods for ESG Finance provides an introduction to ESG Finance from a quantitative analyst's perspective. This book combines a theoretical and quantitative basis underlying risk factor investing and risk management with an in-depth discussion of ESG applications. Both investment management (buy-side) and investment banking (sell-side) applications are discussed. Common to both perspectives is the paramount importance of both "traditional" and "alternative" data that are now available to financial professionals. This book discusses proliferation of newly available data sources and the associated quantitative techniques necessary to process those.
Additionally, Quantitative Methods for ESG Finance will pay particular attention to Climate Risk due to its increasing general importance. This includes an overview of recent advances and the evolving regulatory landscape in the Climate Risk space and an in-depth discussion of the financial impact assessment of various climate risk-driven scenarios (climate risk stress testing).
In each chapter, theoretical discussion is supplemented with code snippets and a walkthrough of a Python Jupyter notebook that makes use of publicly available data to demonstrate on a practical example the techniques introduced in the chapter. Additionally, each chapter may be supplemented by a homework set. Homework includes hands-on coding exercises, similar to those discussed in the respective chapter, which allow the reader to immediately attempt applying learned techniques to data.
For an investment manager, Quantitative Methods for ESG Finance's areas of particular interest include:
From a banker's perspective, areas of focus include:
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