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Commodity Derivatives
Start Date: 3/6/2018Start Time: 2:30 PM
End Date: 3/6/2018End Time: 3:20 PM

Event Description:


Joe, DiCesare, RBC Capital Markets Joe DiCesare is a Managing Director and Head of Commodities Quantitative Analytics and Co- Head of Core Quantitative Analytics at RBC Capital Markets. In this role, he oversees the development of analytical tools and infrastructure for Commodities Trading, Regulatory Margin and Market Risk Capital. He also leads certain aspects of Commodities product structuring for institutional investors and corporate clients. Joe has been at RBC Capital Markets since 2010. Prior to his current role, he worked at Scotia Capital in the Financial Engineering team. He has a Master’s in Quantitative Finance and PhD in Statistics from the University of Waterloo.


Commodity Derivatives


This talk will serve as an introduction to Commodity Derivatives. We will begin by exploring the world of Commodity futures contracts, providing background on classical futures curve concepts and how they relate to spot markets. Next, we will examine how Commodity futures are referenced in hedging structures ranging from typical vanilla swaps to highly bespoke structured products. Finally, the role of Commodities in an investment portfolio is discussed along with typical methods used to gain Commodity exposure and potential investment alpha.

Further details are at

Refreshments will be provided.

For more information please visit us at

Location Information:
Waterloo - Bricker Academic Building

Waterloo - Bricker Academic Building
Room: BA 209
Contact Information:
Name: Professor Adam Metzler
Phone: 519.884.0710 x4656
  • Everyone (open to public)
  • Event Organizer(s):
  • Faculty of Science
  • Cost:
    No cost.
    Categories associated with this event:

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