Abstract: A model of security market in which the prices of d stocks are governed by a m-dimensional Brownian motionand a l-dimentional Poisson process （d = m +l ） is considered. The existence and umqueness of the adaptedsolutions with respect to the jump-diffusion backward stochastic differential equations for this market model are proved. It is then applied to obtain the fundamental valuation formula of European contingent claims about several stocks. Finally, under the conditions where the model coefficients are all constant, the Black-Scholespricing formulas for a special class of European coutingent claim is obtained.