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Excellent for Non-Mathematical approach to Derivative, bust also helpful in strengthen your understanding from a technical standpoint!
Abou the Author:
Dr. Phelim Boyle is a Professor of Finance in the School of Business and [/td][/tr][tr][td][/td][td][/td][td]Economics at Wilfrid Laurier University in Canada. In 1977 his seminal
work on Monte Carlo option pricing was published, facilitating the 1980s
explosion in the world of derivatives. He continues to contribute in the
area of quantitative finance. He is an actuary, and has also published
papers on actuarial science and demography.
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 Award in 2005.
On 20 May 2008, the Institute of Actuaries conferred its highest honour
of a Gold Medal for the first time in a decade to Dr. Phelim Boyle.
Professor Boyle is a Partner at Tirgarvil Capital Management and serves
as the Chief Risk Officer.
Born in Lavey, County Derry, Northern Ireland, Phelim Boyle attended
Queen's University Belfast and earned his PhD in Applied Math specialising
in Physics from Trinity College, Dublin.
Feidhlim Boyle is a Partner at Tirgarvil Capital Management, an event
driven investment firm. Prior to Tirgarvil, Feidhlim worked at Goldman
Sachs & Co.'s
New York office where he was a summer intern and
subsequently an Associate in the Relative Value & Risk Arbitrage Group.
Boyle began his career on the Proprietary Equity Trading desk at Scotia
McLeod in Toronto. He holds an MBA from the S.C. Johnson Graduate
School of Management at Cornell University where he served as a
portfolio manager of the Cayuga Fund.
Born in Dublin, Feidhlim attended Queens University and Trinity College
Dublin graduating with a Masters of Philosophy
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