Spots. Zero coupon bonds
Coupon bonds
Assets. Financial portfolio
Forward assets
The ideal bond market. Arbitrages
The spot price structure. The spot valuation
Forward evaluation
Financial return: linear law, exponential law, equivalent rates
The internal rate of return
Loans. Loan valuation: the case in constant payments
Mortgage of the loan: French mortgage, Italian mortgage, pre- mortgage, deferral
The structure of interest rates
The forward rate structure
The yield to maturity
Time evolution of the interest rate structure
A measure for interest rate risk: duration