Blockade of PD-1 in Conjunction With the Dendritic Cell/Myeloma Vaccines Following Stem Cell Transplantation

* There are two groups in this study: Group 1: All participants in this study group will receive infusions of CT-011 starting one to three months following autologous transplant. Participants in this group will receive a total of 3 doses of CT-011 at 6 week intervals. Group 2: All participants in this group will receive infusions of CT-011 starting one to three months following autologous transplant. Participants in this group will receive a total of 3 doses of CT-011 at 6 week intervals. In addition, they will receive a vaccination of the Dendritic Cell Fusion Vaccine one week following each infusion of CT-011. * All participants (Group 1 and Group 2) will receive the following procedures: 1) Initial therapy for multiple myeloma: All participants will receive standard therapy to reduce the number of multiple myeloma cells in the body. 2) Prior to stem cell mobilization participants will undergo a physical exam, medical history, and blood tests to measure blood counts, liver and kidney function, multiple myeloma protein level, and research testing to measure the immune response against the multiple myeloma cells. A small amount of bone marrow will be removed from the participants hip. Participants will also undergo a skin test called "delayed-type hypersensitivity (DTH). 3) Prior to the autologous stem cell transplant, we will harvest stem cells from the participants blood and store then for the future transplant through a process called leukapheresis. 4) Within a few weeks of successful stem cell collection, participants will be admitted to the hospital for high dose chemotherapy with autologous stem cell transplantation (ASCT). 5) Approximately 1-3 months following ASCT, participants will undergo additional tests to assess their eligibility to proceed with treatment with CT-011 alone (group 1) or the combination of CT-011 and vaccination (group 2). * If the post-transplant eligibility results meet the study requirements participants will receive 3 infusions of CT-011 at 6 week intervals. Prior to each infusion of CT-011, participants will undergo the following procedures: blood tests, urine sample, physical exam and EKG. Participants will be seen weekly to review any side effects, what medications they are taking, and will have a blood test an physical exam. * For Group 2 participants only: Prior to autologous transplant, Group 2 participants will undergo several procedures to make the Dendritic Cell Fusion Vaccine. 1) Dendritic Cell Collection via leukapheresis 2) Tumor cell collection from the participants bone marrow. One week after receiving the CT-011 infusion, Group 2 participants will receive the study vaccine for a total of 3 vaccines. * After the final treatment both Group 1 and Group 2 participants will receive a tumor DTH injection and DTH to Candida into the skin. At one, three and six months following the last study treatment participants will have blood tests, urine test, bone marrow aspirate/biopsy and a skeletal survey. At two, four and five months, participants will have a blood test.