Macaulay's bond duration factor. Times spread the unemployment fear. Summoning the Depression. The Great one. Because bleakly zeitgeist is better then searching for truth.
To bonds, my friends! Critics of interest rate sensitivity metrics. Getting unbiased sample from heavily biased data. Using derived measures which are not obtained via one-to-one mapping can result in data loss. Using such values for comparison of two values is only applicable if the transformations are linear. Equivalent measures. Looking at yield curves, historical bond prices.
Token filters. Having to recreate index with each change promotes predicting future at design-time. Feed mixing troubles. The revenge of monolithic renderer. Make sure to force modularity next time, even for trivial cases.
Blue in Green. The essential Miles at midnight. Continuous compounding requires reinvesting in the same or equivalent bond. However, prices change with time. Flamenco Sketches. Sound transforming the void. Spot rates - quite a clever one. No arbitrage argument in determining forwards. Assessing the bond default risk. Companies too complex to be evaluated by Moody's. Reducing everything to cash flow analysis does prevent creative business. Evading the trap by not issuing bonds. But are there enough individual "creative" investors that can provide necessary funds ?
