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The aim of this book, as is described in the introduction, is ``to bring to engineers and applied scientists some selected results of extreme value theory which can be useful in application''. The mathematical details are kept to a minimum but throughout the book a large number of illustrative applications are presented. Many of these are taken from areas of recent research interest. Some theoretical parts of the book are completely original, i.e. chapter 9 and parts of chapters 3, 4 and 6. The book is well written in an easy, accessible style and it can be used as a textbook or as a consulting book. Table of Contents: 1. Introduction and motivation; 2. Order statistics; 3. Asymptotic distributions of maxima and minima (i.i.d. case); 4. Shortcut procedures: probability papers and least-squares methods; 5. The Gumbel, Weibull and Fréchet distributions; 6. Selection of limit distributions from data; 7. Limit distributions of k-th order statistics; 8. Limit distributions in the case of dependence; 9. Multivariate and regression models related to extremes; 10. Multivariate extremes; Appendix A. The orthogonal inverse expansion method; Appendix B. Computer codes; Appendix C. Data examples.