Handbook of Quantitative Sustainable Finance

The Handbook of Quantitative Sustainable Finance, 1st Edition, addresses the integration of sustainability and climate risk considerations into quantitative and mathematical finance. Edited by Peter Tankov and Ruixun Zhang, this handbook provides analytical frameworks for evaluating environmental factors within financial markets. The publication targets researchers, practitioners, policymakers, students, and working quants.

The volume organizes its coverage across four main parts: Risks and Regulation; Asset Pricing and Portfolio Management; Data, Measurement, and AI; and Product Design and Specific Markets. Content within these divisions addresses transition risks, climate stress testing, green quantitative easing, net zero investing, corporate greenhouse gas emissions, ESG scores, stochastic carbon regulation, green bonds, and sustainable insurance products.

Spanning 512 pages with 108 color illustrations, the handbook equips readers to analyze climate risk factors in quantitative asset pricing and portfolio management. The text provides structured reference material for advanced academic courses and technical research initiatives in financial engineering, sustainable development, and financial risk management.