Background Reading:
Energy Specific
Ø
Trading Natural Gas, Fletcher J. Sturm, PennWell Books, 1997
Ø
Energy Risk: Valuing and Managing Energy
Derivatives,
Dragana Pilipovic, McGraw Hill
1997
Ø Energy Risk Management, Hedging Strategies and
Instruments for the International Energy Markets,
Peter C.
Fusaro, McGraw-Hill, 1997
Ø
Energy Derivatives, Pricing and Risk Management,
: Les Clewlow and Chris
Strickland, Lacima Publications 2000
Ø
Managing Energy Risk: a nontechnical guide to
markets and trading, John Wengler, PennWell Books, 2001
Ø Real Options and Energy Management, Using Options
Methodology to Enhance Capital Budgeting Decisions,
Ehud
I. Rohn editor
Ø
Energy Price Risk, Trading and Price Risk
Management,
Tom James, Palgrave Macmillan, 2003
Ø
Risk and Flexibility in Electricity, Introduction
to the Fundamentals and Techniques,
Anne Ku editor,
Risk Books 2003 Ø
Managing Energy Price Risk, The New Challenges and Solutions,
3rd Edition, Vincent Kaminski editor, Risk Books 2004
Ø Energy Risk Management, a Non-technical
Introduction to Energy Derivatives,
Steve Leppard, Risk Books 2005
Ø Electricity Trading & Hedging, Edward
N.
Krapels, Risk Books
Ø Crude Oil Hedging, Benchmarking Price Protection
Strategies,
Energy Security Analysis Inc.,
Risk Books
Ø Natural Gas Hedging, Benchmarking Price
Protection Strategies,
Energy Security
Analysis Inc., Risk Books
Ø Financial
Derivatives,
Robert W.
Kolb, New York Institute of Finance 1993
Background Reading:
General Risk Topics
Ø
Options, Futures and other
Derivative Securities 6th edition, John C, Hull, Prentice Hall
2005
Ø
Credit Risk Measurement,
New Approaches to Value at Risk and Other Paradigms,
Anthony Saunders and Linda Allen, Wiley
Ø
The Mathematics of
Financial Derivatives, a Student Introduction,
Paul Wilmott, Sam Howison, et Cambridge
University Press
Ø
Dynamic Hedging, Managing
Vanilla and Exotic Options, Nassim Taleb, John Wiley & Sons
Ø
Credit Derivatives &
Synthetic Structures,
Janet M. Tavakoli, John Wiley & Sons
Ø
Enterprise Risk
Management, From Incentives to Controls, James Lam, John Wiley & Sons
Ø
Operational Risk,
Regulation, Analysis and Management,
Carol Alexander editor, Prentice Hall
Ø
Risk Budgeting, Portfolio
Problem Solving with Value at Risk,
Neil D. Pearson, John Wiley & Sons
Ø
Real Options, Evaluation
Corporate Investment Opportunities in a Dynamic World,
Sydney Howell, Andrew Stark, David Newton et al,
Ø
Managing Operational Risk,
20 Firmwide Best Practice Strategies,
Douglas G. Hoffman, John Wiley &
Sons
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