The paper is concerned with the use of several methods that can be useful from the point of view of trend reversal in financial time series. These methods are demonstrated on PX index time series during 2002-2009. The research itself is subdivided into four parts corresponding to individual...

This paper considers various options replication methods. Firstly, a specific type of barrier option, an up-and-out call, is considered. Other barrier options are briefly also described, and various types of barriers are considered. Secondly, a general definition of replication methods is...

Hedging strategies represent basic instrument used toward eliminating financial risk. Increasing volatility of financial markets and their globalization also lead to higher financial risks. These aspects are especially important for transitional and small open economies. The basic goal of the...