9781119903802 - Quantitative Methods for ESG Finance di Shmatov, Cyril; Castelli, Cino Robin (27 risultati)

Paperback. Condizione: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.

Condizione: acceptable. Used - Acceptable: All pages and the cover are intact, but shrink wrap, dust covers, or boxed set case may be missing. Pages may include limited notes, highlighting, or minor water damage but the text is readable. Item may be missing bundled media.

Condizione: good. Has a sturdy binding with some shelf wear. May have some markings or highlighting. Used copies may not include access codes or Cd's. Slight bending may be present.

Condizione: New.

Condizione: New.

Condizione: As New. Unread book in perfect condition.

Hardcover. Condizione: new. Hardcover. A quantitative analysts 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 analysts 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 theyll 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 spacePractical code examples in a Python Jupyter notebook that use publicly available data to demonstrate the techniques discussed in the bookExpansive 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 imagesA 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

HRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000.

Hardback. Condizione: New. 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 spacePractical code examples in a Python Jupyter notebook that use publicly available data to demonstrate the techniques discussed in the bookExpansive 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 imagesA 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.

Hardback. Condizione: New. 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 spacePractical code examples in a Python Jupyter notebook that use publicly available data to demonstrate the techniques discussed in the bookExpansive 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 imagesA 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.

Condizione: new.

Condizione: New.

Condizione: New.

Condizione: As New. Unread book in perfect condition.

Condizione: New.

Condizione: New. 2022. 1st Edition. Hardcover. . . . . .

Hardcover. Condizione: Brand New. 240 pages. 10.39x7.20x0.87 inches. In Stock.

Hardback. Condizione: New. New copy - Usually dispatched within 4 working days.

Condizione: New.

hardcover. Condizione: New. Special order direct from the distributor.

Condizione: New. 2022. 1st Edition. Hardcover. . . . . . Books ship from the US and Ireland.

Hardcover. Condizione: Brand New. 240 pages. 10.39x7.20x0.87 inches. In Stock.

Hardcover. Condizione: new. Hardcover. A quantitative analysts 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 analysts 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 theyll 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 spacePractical code examples in a Python Jupyter notebook that use publicly available data to demonstrate the techniques discussed in the bookExpansive 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 imagesA 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. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.

Condizione: New. Brand new! Please provide a physical shipping address.

Hardback. Condizione: New. 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 spacePractical code examples in a Python Jupyter notebook that use publicly available data to demonstrate the techniques discussed in the bookExpansive 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 imagesA 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.

Hardcover. Condizione: new. Hardcover. A quantitative analysts 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 analysts 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 theyll 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 spacePractical code examples in a Python Jupyter notebook that use publicly available data to demonstrate the techniques discussed in the bookExpansive 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 imagesA 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. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.

Hardback. Condizione: New. 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 spacePractical code examples in a Python Jupyter notebook that use publicly available data to demonstrate the techniques discussed in the bookExpansive 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 imagesA 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.