Monday, April 23, 2001

9:00 - 10:00	COFFEE AND REGISTRATION
10:00 - 10:10	Welcome
10:10 - 11:10	Phelim Boyle, University of Waterloo Pricing new securities in an incomplete market: The catch 22 of derivative pricing
11:10 - 11:30	COFFEE BREAK
11:30 - 12:30	Luis Seco, University of Toronto Mark-to-Future in non-gaussian markets
12:30 - 2:00	LUNCH
2:00 - 3:00	Marcel Rindisbacher, University of Toronto A Monte-Carlo Method for Optimal Portfolios
3:00 - 3:30	COFFEE BREAK
3:30 - 4:30	Andrew Aziz, Algorithmics Inc. A Unified Framework for Enterprise Risk and Reward
4:30 - 6:30	RECEPTION in the Faculty Club

Tuesday, April 24, 2001

9:00 - 10:00	COFFEE AND REGISTRATION
10:00 - 11:00	Tahir Choulli, McMaster University title tba
11:00 - 11:30	COFFEE BREAK
11:30 - 12:30	Moshe Milevsky, York University Personal Value-at-Risk: An Overview of the Real Options in Your Life
12:30 - 2:00	LUNCH
2:00 - 3:00	Lane Hughston, King's College, London Entropy and Information in the Interest Rate Term Structure
3:00 - 3:30	COFFEE BREAK
3:30 - 4:30	Dilip Madan, University of Maryland Stochastic Volatility for Levy Processes