You can run a narrow zigzag satin stitch close to the edge and it will keep the fabric from fraying past that point. Or you can overcast by running a wide zigzag stitch right over the edge. Keep your stitch length normal for this. It won't look as nice as the satin stitch but it will work. Alternately make two pieces, stitch together with right sides together leaving an opening for turning. Turn, press and slip stitch the opening shut.