Rasmus Ringqvist: Discover arbitrage through the lens of linear programming

Abstract:

Geometry being one of the first branches of mathematics it is early introduced in school to lay one of many foundations of modern mathematics. While linear programming trying to reach the best outcomes given constraints can be used separately and combined to discover economical models and assumptions, which this thesis aims to shed light on. This by presenting several mathematical theorems and discover its applications and similarities to economical models and lastly presenting a method for solving such problems.