Generalized Hyperbolic Secant Distributions: With Applications to Finance

By Matthias J Fischer

​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.

• Format: Paperback
• Language: English
• ISBN: 3642451373
• ISBN13: 9783642451379
• Release Date: January 2014
• Publisher: Springer
• Length: 72 Pages
• Weight: 0.28 lbs.
• Dimensions: 0.2" x 6.1" x 9.2"