BOOK · [1874]
Modelling Extremal Events
Modelling Extremal Events
Statistics
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 to go on a desert island with 2 probability books, I would take Feller's two volumes and this one.”