Nassim Taleb mentioned Modelling Extremal Events by Paul Embrechts 2 times

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2
mentions
Modelling Extremal Events by Paul Embrechts
  1. Best exposition is the first 3 chapters of Embrecht's book.

    — Nassim Taleb

    2017-09-05 on twitter.com
  2. I am buying a second copy for the office. If I had to go on a desert island with 2 probability books, I would take Feller's two volumes (written >40 years ago) and this one.

    — Nassim Taleb

    2014-01-07 on amazon.com