Based　on　Black-Scholes　option　pricing　theory　and　taking　the　equilibrium　status　required　by　banks,　borrowers　and　financing　guarantee　companies　into　consideration,　a　pricing　model　was　established　to　help　financing　guarantee　companies　decide　guarantee　fee　efficiently.　This　model　explained　the　effects　that　the　risk　sharing　ratio,　the　magnification,　and　other　factors　might　exert　on　financing　guarantee　fee.　The　Monte　Carlo　simulation　was　used　to　find　out　the　sensitivity　of　guarantee　fee　towards　related　factors.　The　model　can　help　the　government　in　designing　an　appropriate　statutory　region　of　guarantee　fee.　It　is　an　available　tool　for　financing　guarantee　companies　to　make　optimal　pricing　decision　and　better　suiting　themselves　under　existing　pricing　regulation.　©,　2015,　Beijing　University　of　Technology.　All　right　reserved.