Seminario di finanza matematica, interdisciplinare
ore
09:30
presso Aula GIS presso Geologia, via Zamboni 67
Green bonds are part of the solution to the formidable task of financing the transition to low carbon emissions and other environmentally-friendly investments. These innovative securities have grown rapidly and are expected to expand further as the demand from investors remains high. We introduce the main definitions and concepts, and survey the green bond literature with a special emphasis on the 'greenium'. Then a structural model for the pricing of green bonds is presented.