I have read this book and want to leave an anti-recommendation here. It's a poorly edited mess and makes at least one blatant mathematical error.

More broadly, let me leave a Taleb anti-recommendation. His entire shtick is yelling that traditional statisticians have ignored heavy-tailed random variables in their modeling and that he has special insight into the nature of tail risk (perhaps along with a few select other people, like Mandelbrot).

But this is manifestly not the case. In fact, if you go through his Amazon reviews page, you can find him leaving positive reviews several years ago on all the books written by traditional statisticians that he learned about heavy-tailed randomness from!