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Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. Phelim Boyle (born 1941), a distinguished professor and actuary, is a professor of finance in the School of Business and Economics at Wilfrid Laurier University in Canada and is a pioneer of quantitative finance. He is best known for initiating the use of Monte Carlo methods in option pricing. Other well known contributions in the area of quantitative finance include the use of the Trinomial method to price options. Until June 2006 he held the J Page R Wadsworth Chair at the University of Waterloo. He has published papers on actuarial science and demography. Together with his son, Feidhlim Boyle, he authored "Derivatives: the Tools that Changed Finance", a highly readable explanation of the world of derivatives.