Carry Trades and its Hedging

It's out!

Carry Trades and its Hedging

Postby dh » Sat Aug 25, 2007 6:21 am

Mark,

Do you plan to write a chapter about Carry Trades and its hedging in 'More mathematical finance'? Just an idea.

Dominik
Dominik
dh
 
Posts: 7
Joined: Thu Aug 09, 2007 6:39 am
Location: Zurich

Postby mj » Sun Aug 26, 2007 11:46 pm

I can't say that this was on my radar screen. I don't think there's that much to say. You borrow cheap, invest expensive and hope the FX rate doesn't move against you.

There is probably more to say but I don't know what...
mj
Site Admin
 
Posts: 1335
Joined: Fri Jul 27, 2007 7:21 am

Postby dh » Fri Aug 31, 2007 11:29 am

I thought there is more behind. But after I have read some articles on the web about Carry Trades I don't think they need to be added to your next book.
Dominik
dh
 
Posts: 7
Joined: Thu Aug 09, 2007 6:39 am
Location: Zurich


Return to More mathematical finance

Who is online

Users browsing this forum: No registered users and 1 guest