Literature
Modelling Extremal Events
Paul Embrechts · 2000
Lindy Score
2,830·Proven
26 yrs
Age
1
Endorsers
Why it endured
A work of fiction by Paul Embrechts, published in 2000. Modelling Extremal Events has become a lasting reference in its field — valued for its insight, clarity, and enduring relevance.
What they're saying
1 people recommend this book
Nassim Nicholas TalebAuthor & risk analyst
“Best exposition is the first 3 chapters of Embrecht's book.”