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-
“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.
Found on
1 SOURCE- amazon.com book page
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