Modelling Extremal Events: for Insurance and Finance (Stochastic Modelling and Applied Probability)

Name: Modelling Extremal Events: for Insurance and Finance (Stochastic Modelling and Applied Probability)
Author: Paul Embrechts , Claudia Klüppelberg & Thomas Mikosch

by Paul Embrechts , Claudia Klüppelberg & Thomas Mikosch

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Now this book is the bible for the field. It has been diligently updated. It is complete, in the sense that there is nothing of relevance that is not mentioned, treated, or referred to in the text. My business is hidden risk which starts where this book stops, and I need the most complete text for that.

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Nassim Taleb

"Now this book is the bible for the field. It has been diligently updated. It is complete, in the sense that there is nothing of relevance that is not mentioned, treated, or referred to in the text. My business is hidden risk which starts where this book stops, and I need the most complete text for that."

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