Nice peace of meat.
Ed's method is"sear and blast." It's really good, and you can feel very comfortable about it -- and following Ed's advice in general. If I were only doing a single tenderloin, and finishing in the oven -- sear and blast is how I'd go.
Nevertheless, I'm going to give you a few alternatives because you might find one of them better for your situation and also to establish that there are a lot of right ways to do things.
Before getting into the actual cooking techniques, let's talk a little about a couple preliminaries: Serving size and seasoning.
A less than 8 oz per person of uncooked well-trimmed tenderloin is not generous portioning -- it's barely adequate. In essence, you're talking about the sort of portion (palm size, about 3/4" thick) a woman likes to order on a date. If your group is composed of big eaters, you'll either need more meat or a lot of distractions. Similarly if you're being meat which is not trimmed right down to the red, you're going to want more.
A beef roast is a wonderful excuse to get way out of hand. Dry seasonings don't get much penetration, diner's only get a bit of the seasoned outside, so you can feel free to use strong "rub." The highly seasoned outside crust mixes with the rich center in the diner's mouth and the sensation is delightful.
I find that marinating meat in a solution of red wine and worcestershire sauce before seasoning gives the crust a nice background taste. You can marinate for as long as overnight or as little as a half hour before the dry rub. And you don't need much -- for a single roast, about 1/4 cup each. You want to wet the roast, not take it for a swim. You'll find that after the roast does about 15 minutes in the marinade, the marinade will thicken into a syrup. A very good thing. Just turn the roast and smile.
Make your rub by mixing:
1 cup kosher salt
5 tbs freshly cracked black pepper
3 tbs sweet paprika
2 tbs smoked paprika
2 tbs granulated garlic
1 tbs granulated onion
1 tbs dry mustard
1 tsp dried thyme
1 tsp rubbed sage
1 tsp finely chopped rosemary
Apply it generously. How much? Well it's about half kosher salt. How much kosher salt would you use if you were being extra-generous? Use double that. After you've sprinkled it on, rub it into the surface of the meat.
Here are some other cooking methods, as promised.
Sear and slow: Begin by searing the meat on all sides in a very hot pan with a little oil. When the meat is seared, put it, pan and all, in a 325F oven. Cook for about 45 minutes, until the meat reads 125 on a meat thermometer. Allow the meat to rest, lightly covered in foil, on the carving board. Prepare a cognac/cream pan reduction with the fond in the pan.
Hot and cold. Preheat the oven to 450F. Place the seasoned meat on a rack, and into the hot oven. After 5 or 10 minutes, turn the oven down to 275F. Again, cook to a 125F internal. I forget how to time this -- I think it's also around 45 minutes for a full tenderloin. Serve with a horse-radish cream.
Old Fashioned: Preheat the oven to 350F. Cook the meat on a rack to 125F internal.
Old Fashioned, barded: You can bard this with bacon, if you like; then carve and serve with the bacon still on.
Low and sear: Cook on a rack in a 250F oven until around 120F internal. (I can't tell you how long that would take -- 2 hours maybe, maybe more). Remove from the oven and sear. Serve with a mustard/green-peppercorn sauce.
If one of these seems to make a lot of sense to you and you want to know more, or if you have any other questions... ask.
ON EDIT: The rub recipe I gave you is enough for about 2 cups. You'd probably use about 1/4 cup for a tenderloin. Not to worry, it's a nice general purpose beef seasoning you'll use almost every time you cook beef.