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Review title: A concise and informative introduction
Product review: This book is a good blend of necessary theory supplied with numerical examples (including financial time series). Despite being short, it is very informative and reads easily. However, if you want more than just a good introduction you have to move forward in time - there's been much progress in Extreme Value field since 2001.For instance, you may check out "Extreme Values..." and "Heavy-tail phenomena..." by Sidney Resnick.
