I find it to be widely enlightening to learn about probability distributions beyond the scope of a standard undergraduate curriculum. It turns out, as Taleb would agree.

Only knowing distributions from undergraduate statistics can hurt your intellectual ability

Also, even for lots of graduate students in quantitative disciplines, it is rare to go beyond normal distributions, which gives all kinds of nice formulas and analytical forms. This post summarizes some more exotic distributions that are quite useful.

Distribution of the Extreme Values

Gumbel

Distribution of Sums

Well-known ones

Irwin

Variants of Normal

Log-Normal

Weibull

Fat Tailed Distributions

From T to Pareto