BOOK · [3361]
Modelling Extremal Events
Popular Science
Paul Embrechts, Claudia Klüppelberg, and Thomas Mikosch's textbook on extreme value theory for insurance and finance. Endorsed by Nassim Taleb.
Endorsed By
1 PERSON-
Nassim Taleb
“If I had desert island with 2 probability books, I'd take this.”
Taleb's own Amazon customer review of the book, linked on the page.