Handbook of Sustainable Finance
Author
Thierry Roncalli
Date
October 6, 2025
Format
17.8 x 5.5 x 25.4 cm
Hardcover
1376 pages
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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 (1376 pages, 30.1 MB)
Download the Matlab toolbox and the corresponding programs (33.4 MB)
Download the tex source of the handbook (1.3 MB)
Download the pdf files of the charts (26.3 MB)
Download the slides
Lecture 1 (Introduction) ,
Lecture 2 (ESG Scoring) ,
Lecture 2 (Exercise: Probability Distribution of an ESG Score) ,
Lecture 3 (Impact of ESG Investing on Asset Prices and Portfolio Returns) ,
Lecture 3 (Exercise: Equity Portfolio Optimization with ESG Scores) ,
Lecture 4 (Sustainable Financial Products) ,
Lecture 5 (Impact Investing) ,
Lecture 6 (Biodiversity) ,
Lecture 6 (Exercise: Calculating the Prevalence of Undernourishment) ,
Lecture 7 (Engagement & Voting Policy) ,
Lecture 8 (Extra-financial Accouting) ,
Lecture 9 (Awareness of Climate Change Impacts) ,
Lecture 10 (The Ecosystem of Climate Change) ,
Lecture 11 (Economic Models & Climate Change) ,
Lecture 12 (Climate Risk Measures) ,
Lecture 13 (Transition Risk Modeling) ,
Lecture 14 (Climate Portfolio Construction) ,
Lecture 14 (Exercise: Equity and Bond Portfolio Optimization with Green Preferences) ,
Lecture 15 (Physical Risk Modeling) ,
Lecture 16 (Climate Stress Testing and Risk Management) .
Download the merged file of the slides (2018 pages)
Download the TeX source of the slides (10.5 MB)
Download the old slides of the course in Sustainable Finance: 2022 and
2023
Download examination
2022 ,
2023 ,
2024 .
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