本文利用邊界積分法解一連續式單邊界的結構債定價問題，首先介紹結構債、選擇權以及障礙選擇權，接著以Black-Scholes Model為數學模型，將其轉換成熱傳導方程式的邊界值問題，再利用邊界積分法解此邊界值問題，並解得結構債價格、波動率以及碰觸上限價格的機率。
本文數值計算部份使用Visual C++程式語言計算，再利用數學軟體Matlab繪製圖形。

In study, a boundary integral method is designed to deal with single touch barrier structured notes. First the pricing of structured notes﹑option and barrier option are introduced. The black-scholes model is converted to a heat equation boundary value problem. Then use a boundary integral method to deal with the boundary value problem and solve the price of structured notes﹑volatility and probability of touch barrier.
In study, the method is implemented with Visual C++ and Matlab.

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