Challenges to national defence in contemporary geopolitical situation

Understanding how soil systems respond to atmospheric forcing is critical not only for environmental science but also for defence operations requiring accurate terrain assessment. This study quantifies depth‑dependent and delayed soil responses to meteorological drivers using lag‑correlation analysis across six operational military monitoring stations (2022–2024). The results demonstrate that soil–atmosphere coupling exhibits strong station‑specific variability, with response times ranging from hours to several weeks depending on soil type and depth.

The construction of water crossings constitutes one of the fundamental tasks of military engineering units. Under combat conditions, such operations are frequently required to be executed within timelines measured in hours. This tempo is enabled by ribbon pontoon bridge systems. Four main structural design concepts can be distinguished among these systems. This paper presents the results of an Analytic Hierarchy Process (AHP) analysis applied to the problem of selecting among this four design concepts, taking into account two distinct profiles of water obstacles.

Special features that options include are the main reason of their growing amounts trading in the financial markets. Options can be used in many imaginative ways to create various attractive investment opportunities. Empirical researches all over the world illustrated that options incorporate an insurance element not available in any other security and because of that they can be used by investors to create return distributions unobtainable with the strategy of allocating funds between fixed income securities and stock portfolios. But investor must understand that one of the main aspects of profitable trading in derivative securities is their proper evaluation and pricing. As the exact valuation of options is quite difficult, the article deals with the theoretical and practical aspects of pricing of options. The purpose of the research is to adopt Monte Carlo simulation method to predict prices of plain vanilla options and to compare them to real option prices and option prices calculated using analytical Black-Scholes formula.