| 摘要 | 第1-6页 |
| ABSTRACT | 第6-9页 |
| Preface | 第9-10页 |
| Chapter One History and current situation in the credit derivatives market | 第10-26页 |
| ·Introduction about the credit market | 第10-15页 |
| ·History and globe market of credit derivatives | 第10-14页 |
| ·Credit derivatives in Asia | 第14-15页 |
| ·Main functions of credit derivatives | 第15-17页 |
| ·Main types of credit derivatives | 第17-26页 |
| ·Singe name credit derivatives | 第17-20页 |
| ·Basket credit derivatives | 第20-25页 |
| ·Exotic credit derivatives | 第25-26页 |
| Chapter Two Credit derivatives pricing models | 第26-31页 |
| ·Challenges about pricing credit derivatives | 第26-28页 |
| ·Methodology about the Credit Derivatives Pricing Model | 第28-29页 |
| ·Monte Carlo Simulation | 第29-31页 |
| Chapter Three Case Study (China Construction Bank) | 第31-53页 |
| ·Credit derivatives products in China | 第31-33页 |
| ·Case Study (CCB) | 第33-53页 |
| Chapter Four Summary | 第53-59页 |
| Acknowledgment | 第59-60页 |
| Thesis published in the studying of Master Degree | 第60页 |
