Date	Time	Event
Fri Feb 3		Second Québec-Ontario Workshop on Insurance Mathematics Fields Institute, Room 230
Tue Feb 7	5:00 p.m.	Industrial Optimization Seminar Kirsten Morris (University of Waterloo) Optimal Actuator Location Oleksandr Romanko (Algorithmics Incorporated, an IBM Company) Scenario-Based Value-at-Risk Optimization Fields Institute, Room 230
Thu Feb 9	2:00 p.m.	Actuarial Science and Mathematical Finance Group Meeting Sebastian Ferrando (Ryerson University) Trajectory Based Pricing and Arbitrage Opportunities Fields Institute, Stewart Library
Tue Mar 6	5:00 p.m.	Industrial Optimization Seminar Michael Chen (York University) A stochastic integer programming approach to the optimal thermal and wind generator scheduling problem Fields Institute, Room 230
Wed Mar 7	5:00 p.m.	Quantitative Finance Seminar Eduardo Canbarro (Head of Credit Modelling, Morgan Stanley) Current issues in CVA Pricing,Risk Management and Capital Alex Levin, (Methodology, Market & Trading Credit Risk, RBC Financial Group) TBA Fields Institute, Room 230
Fri Mar 16	2:00 p.m.	Actuarial Science and Mathematical Finance Group Meeting Tom Hurd (McMaster Unviersity) Modelling Financial Networks and Systemic Risk Fields Institute, Room 230
Wed Mar 28	5:00 p.m.	Quantitative Finance Seminar Paul Embrechts (Mathematics, ETH Zurich) TBA Abel Cadenillas (Mathematics, University of Alberta) TBA Fields Institute, Room 230