Ok, this gets you MOST of the way there. Couple of things though:

1. Numbers don't have commas. It's 0.1 not 0,1 (which is a comma separated list of numbers 0 and 1). In my data I use proper numbers.
2. Numbers should be stored as numbers, not strings. In my solution, I store the numbers as either integers or decimals.
3. Your date ranges aren't inclusive. For example, you're ValidTo is 2017-0-01 and your next ValidFrom is 2017-02-01. What happens between 2017-01-01 and 2017-02-01? This query returns NULL for this period,as it appears there are not valid products for that date range. If this shouldn't be the case, your ValidTo should be 2017-01-31. Months have more than 1 day in them.
4. N/A is not displayed, like Des mentioned. NULL is returned instead. Put the N/A in your presenation layer. N/A is not a nu,ber, so you can't mix the data types.

Anyway, here's my answer:

WITH Dates AS (
  SELECT ValidFrom, ProductCode
  FROM ListPrice
  UNION
  SELECT ValidTo, ProductCode
  FROM ListPrice
  UNION
  SELECT ValidFrom, ProductCode
  FROM Discounts
  UNION
  SELECT ValidTo, ProductCode
  FROM Discounts),
DateRanges AS (
  SELECT ValidFrom, LEAD(ValidFrom) OVER (PARTITION BY ProductCode ORDER BY ValidFrom) AS ValidTo,
    ProductCode
  FROM Dates)
SELECT DR.ProductCode, DR.ValidFrom, DR.ValidTo,
   LP.ListPrice,
   D.Discount1, D.Discount2,
   LP.ListPrice * (1 - D.Discount1) * (1 - D.Discount2) AS FinalPrice
FROM DateRanges DR
  JOIN Discounts D ON DR.ProductCode = D.ProductCode
       AND DR.ValidFrom BETWEEN D.ValidFrom AND D.ValidTo
       AND DR.ValidTo BETWEEN D.ValidFrom AND D.ValidTo
  LEFT JOIN ListPrice LP ON D.ProductCode = LP.ProductCode
         AND DR.ValidFrom BETWEEN LP.ValidFrom AND LP.ValidTo
         AND DR.ValidTo BETWEEN LP.ValidFrom AND LP.ValidTo
WHERE DR.ValidTo IS NOT NULL
ORDER BY DR.ProductCode, DR.ValidFrom;

If you don't understand any of it, please reply and ask.