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Boyle, Phelim, Mark
Broadie, and Paul Glasserman. "Monte Carlo methods for security pricing." Journal of economic dynamics and control 21.8 (1997): 1267–1321.
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Boyle, Phelim P., Jeremy Evnine, and
Stephen Gibbs. "Numerical evaluation of multivariate contingent claims." Review of Financial Studies 2.2 (1989): 241–250.
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Boyle, Phelim P. "A lattice framework for option pricing with two state variables." Journal of
Financial and Quantitative Analysis 23.1 (1988): 1–12.
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Additional to his contributions to quantitative finance, he has published papers on actuarial science and
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Financial
Engineer of the Year in 2005. In 2019, he was elected as a Fellow of the
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An
Interview with Dr. Phelim Boyle, IAFE/SunGard Financial Engineer of the Year
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Boyle has authored and co-authored numerous articles. A selection:
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449:"Finance hub is flourishing as Belfast puts troubles in past"
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facilitated the 1980s explosion in the world of derivatives.
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The
Actuary Magazine: An Interview With Dr. Phelim Boyle
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Phelim Boyle named Fellow of the Royal
Society of Canada
275:." Journal of Financial Economics 4.3 (1977): 323–338.
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He has been awarded the
Centennial Gold Medal of the
240:. Other well-known contributions in the area of
45:Queens University Belfast, Trinity College Dublin
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232:Boyle is best known for initiating the use of
103:. He is best known for initiating the use of
565:Academic staff of the University of Waterloo
560:Academic staff of Wilfrid Laurier University
201:. He continues to contribute in the area of
504:Derivatives: The Tools That Changed Finance
386:Derivatives: The Tools that Changed Finance
199:Derivatives: the Tools that Changed Finance
384:Boyle, Phelim P.; Boyle, Feidhlim (2001).
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168:Laurier School of Business & Economics
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352:. Dublin: Trinity College Dublin Press.
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127:, Phelim Boyle attended Dreenan School,
91:(born 1941), is an Irish economist and
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302:List of University of Waterloo people
575:Alumni of Queen's University Belfast
506:, thederivativesbook.com (Archived).
210:International Actuarial Association
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350:Trinity College Record Volume 2006
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447:Stafford, Philip (January 2016).
545:Alumni of Trinity College Dublin
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409:Phelim Boyle on Google Scholar.
273:Options: A Monte Carlo approach
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212:, and was the recipient of the
570:People from County Londonderry
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184:Master of Quantitative Finance
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437:. Accessed 11 September 2013.
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182:. He is the founder of the
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535:Monte Carlo methodologists
172:Wilfrid Laurier University
133:Queen's University Belfast
68:Wilfrid Laurier University
348:Sherlock, D.J.M. (2006).
193:. Together with his son,
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252:. His seminal work on
244:include the use of the
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222:Royal Society of Canada
157:Trinity College, Dublin
93:distinguished professor
435:global-derivatives.com
284:Boyle, Phelim P., and
180:University of Waterloo
186:(MQF) program there.
162:He is a professor of
550:Financial economists
242:quantitative finance
203:quantitative finance
101:quantitative finance
540:Canadian economists
234:Monte Carlo methods
149:applied mathematics
105:Monte Carlo methods
99:, and a pioneer of
525:Canadian actuaries
271:Boyle, Phelim P. "
151:, specialising in
119:Born on a farm in
60:Quantitive Finance
530:British actuaries
455:. Financial Times
395:978-1-899332-88-5
254:Monte Carlo-based
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73:Academic advisors
51:Scientific career
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65:Institutions
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555:1941 births
459:27 December
514:Categories
453:www.ft.com
308:References
191:demography
286:Ton Vorst
248:to price
115:Biography
296:See also
147:in 1970
492:at the
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218:SunGard
166:in the
164:finance
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141:M.Sc.
137:B.Sc.
461:2023
390:ISBN
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228:Work
214:IAFE
131:and
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28:Born
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