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Phelim Boyle
Phelim P. Boyle (born 1941), is an Irish economist and distinguished professor and actuary, and a pioneer of quantitative finance. He is best known for initiating the use of Monte Carlo methods in option pricing.〔(An Interview with Dr. Phelim Boyle, IAFE/SunGard Financial Engineer of the Year ) at ''soa.org''. Accessed September 11, 2013.〕
== Biography ==
Born on a farm in Lavey, County Londonderry, Northern Ireland, Phelim Boyle attended Dreenan School, Garron Tower and Queen's University Belfast (B.Sc.) He earned his M.Sc., and PhD in applied mathematics, specialising in physics, from Trinity College, Dublin.〔(Curriculum Vitae )〕
He is a professor of finance in the Laurier School of Business & Economics at Wilfrid Laurier University in Canada.〔(WLU Faculty Page )〕 Until June 2006 he held the J Page R Wadsworth Chair at the University of Waterloo. Additional to his contributions to quantitative finance, he has published papers on actuarial science and demography. Together with his son, Feidhlim Boyle, he authored the highly readable ''Derivatives: the Tools that Changed Finance''. He continues to contribute in the area of quantitative finance.
He has been awarded the Centennial Gold Medal of the International Actuarial Association and was the recipient of the IAFE/SunGard Financial Engineer of the Year in 2005.
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