A good place to start is www.isda.org, home of the International Swaps and Derivatives Association, which offers a nice serving of whats what in the international derivatives arena.
If youre looking for all the news thats fit to print, check out the definitive derivative zine at www.margrabe.com. The site seeks to answer questions and offer solutions to problems concerning risk management, financial engineering and pricing derivative products. If you ever get through the site, then youre a better man than I.
For credit derivative pricing, check out www.freecreditderivatives.com. This site was developed by Savvysofta derivatives software companyand calculates thousands of market implied default rates for credit derivatives on a daily basis using none other than Savvysofts credit derivatives software, TOPS 2000. Savvysoft was founded by Rich Tanenbaum, former head of derivatives research at Bankers Trust.