Generalized Hyperbolic Secant Distributions

Matthias Fischer studied Mathematics at the University of Erlangen-Nürnberg. His dissertation focused on infinitely divisible distribution and its application to option pricing and was followed by a postdoctoral thesis on copula-based, time-varying patchwork distributions with applications to financial data. He has also published a number of papers and monographs, in particular on generalized hyperbolic secant distributions.

Preface.- Hyperbolic Secant Distributions.- The GSH Distribution Family and Skew Versions.- The NEF-GHS or Meixner Distribution Family.- The BHS Distribution Family.- The SHS and SASHS Distribution Family.- Application to Finance.- R-Code: Fitting a BHS Distribution.

"The motivation of this monograph is precisely to provide a self-contained overview of generalized hyperbolic secant distributions. It conveys several features that these methodologies can be a basis in financial modeling, understandable by graduate students, researchers, and people familiar with both distribution theory and quantitative finance at a very simple level. ... Generalized hyperbolic secant distributions is clearly an important and much needed book on this new subject ... ." (Stergios B. Fotopoulos, Technometrics, Vol. 58 (3), August, 2016)