The document describes a mathematical model for currency arbitrage. Currency arbitrage involves simultaneously buying and selling currencies in different markets to profit from temporary price differences. The model seeks to maximize final dollar holdings by determining the optimal amounts to convert between US dollars, euros, British pounds, Japanese yen, and Kuwaiti dinars, given exchange rates and transaction limits. The model is formulated as a linear program to find the currency conversion amounts that maximize profits through arbitrage opportunities across multiple currencies.