ORION  

 

Jenny P Holloway,Hans W Ittmann,Nontombeko Dudeni-Tlhone,Peter MU Schmitz

Elections draw enormous interest worldwide, especially if these involve major countries, and there is much speculation in the media as to possible outcomes from these elections. In many of these recent elections, such as the UK and USA, however, forecasts... see more

Morne Joubert,Tanja Verster,Helgard Raubenheimer

A direct or indirect modelling methodology can be used to predict Loss Given Default (LGD). When using the indirect LGD methodology, two components exist, namely, the loss severity component and the probability component. Commonly used models to predict t... see more

Vaughan Van Appel,Eben Maré

Recently, Ross derived a theorem, namely the "Recovery theorem", that allows for the recovery of the pricing kernel and real-world asset distribution, under particular assumptions, from a forward-looking risk neutral distribution. However, recovering the ... see more