My Reading List

These are the books I'm reading to educate myself on the Energy Market, pricing energy derivative contracts, creating forward curves, generation stacks, value at risk evaluations, and mark-to-market spread sheets.

  1. Natural Gas Trading in North America, Lassander and Swindle

  2. Mathematics of Investment and Credit, Broverman

  3. Options, Futures and Other Derivatives, Hull

  4. Derivative Markets, McDonald

  5. Energy and Power Risk Management, Eydeland and Wolyniec

  6. Valuation and Risk Management in Energy Markets, Swindle