According to the theory of financial mathematics, in this paper we study the problem of pricing the contingent claims.
文章根据金融数学理论，研究单时期框架下未定权益的定价问题。
2
As generalizing the theory of option pricing, contingent claims analysis can Handel debt valuation, and sometime give closed form expressions.
未定权益分析作为期权定价理论的推广，广泛运用于债务估值，并能给出解析表达式。
3
On this basis, the pricing model of European contingent claim with stochastic life is discussed, and some pricing formulas of European contingent claim with stochastic life are obtained.