Roast Beef Tenderloin with Remoulade Sauce

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Beef:

1 beef tenderloin (about 2 pounds/1 kg), at room temperature

1 tablespoon olive oil

Salt and freshly ground pepper

Remoulade Sauce:

2 teaspoons Dijon mustard

1 teaspoon anchovy paste

1/2 teaspoon tarragon vinegar

1 egg yolk

1/4 cup/60 ml olive oil

3/4 cup/175 ml peanut or safflower oil

2 to 3 tablespoons chopped gherkins

2 tablespoons capers

2 tablespoons chopped fresh tarragon

1 tablespoon chopped fresh chervil

1 tablespoon chopped fresh parsley

Freshly ground pepper

Salt

Lemon juice