(The references in brackets concerning the book of G. Castellani, M. De
Felice, F. Moriconi)
Part I Money, time and risk
- Temporal structure of money exchange, capital and interest (chap. 1)
- Contracts, prices, trading (chap. 2)
- Financial risks(chap. 3, except par. 3.3 and 3.5)
Part II Valuation under certainty
- Compound interest and its generalization to the exponential growth
model (chap. 4, par. 4.1-4.3)
- Loans amortization (chap. 5, par. 5.1, 5.2.1, 5.5.1, 5.5.2)
- Internal rate of return (chap. 6, except par. 6.3 and 6.4)
- Rules of financial equivalence (chap. 7, par. 7.1, 7.2, 7.4.1, 7.5, 7.6
except 7.61. and 7.6.2)
Part III Market evaluation of contracts
- Value function and market price (chap. 8)
- Term structure of interest rates (chap. 9, except par. 9.5)
- Measures of timing and sensitivity (chap. 10, except par. 10.1.8 and
10.2.6)
- Valuation methods of the term structure of interest rates (chap. 11, par.
11.2.1, 11.2.2, 11.4)
- No-arbitrage valuation of index contracts (chap. 12, except par. 12.5)