在这篇论文中,我们运用概率测度改变及其计价单位变换方法,定价灾难事件衍生品.我们假设原生资产和被贴现的零息债券的运动分别服从一个随机过程.在随机利率假设下,我们得到显式闭解公式.我们将看到有时因为模型的考虑去改变计价单位是方便的.进一步,我们显示有时连续的跳跃幅度能被有限多个跳跃幅度代替.因此,有时我们获得的闭解公式运用能不局限有限多个跳跃幅度的假设.最后,数值实验去显示金融和灾难风险怎样影响这双扳机看跌期权的价格. In this paper, we use a measure of change in probability and its unit-of-exchange method to price disastrous derivative derivatives, and we assume that the movement of both primary and discounted zero-coupon bonds obeys a stochastic process respectively. Under the stochastic interest rate assumption, we We can see that it is sometimes convenient to change the unit of measure due to the model’s consideration.Furtherly, we show that sometimes the continuous jump amplitude can be replaced by a limited number of jumps, so sometimes the closed solution we obtain The formula assumes the assumption that there is no limit to the magnitude of the multiple jumps.Finally, numerical experiments show how financial and disaster risks affect the price of the double trigger put options.