Currency Trading at Salam, Inc. - Teaching Note

By Bulach, M. / Baucells Alibés, Manel

The teaching note explains in detail how use LP optimization model for optimal trading among currencies. The solution is also useful to detect arbitrage opportunities in foreign exchange markets.

Collection: IESE (España)

Ref: ADT-26-E

Format: PDF

Number of pages: 9

Publication Date: Aug 31, 2006

Language: English

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The teaching note explains in detail how use LP optimization model for optimal trading among currencies. The solution is also useful to detect arbitrage opportunities in foreign exchange markets.

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Currency Trading at Salam, Inc. - Teaching Note

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