Carry Trades and its Hedging

[dh]

Mark,

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

Dominik

[mj]

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...

[dh]

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.