The fundamental aim of philosophy of mathematics is to make a reasonable interpretation of the nature of mathematics. Facing all kinds of interpretative approaches to the problems of mathematical knowledge in the contemporary philosophy of mathematics and controversies resulted, what basic point and analytical strategy will the philosophy of mathematics adopt to make comprehensive and valid interpretation of mathematics? The paper tries to analyze the nature of mathematical knowledge in terms of four parts, namely, the development of the contemporary philosophy of mathematics and the choice of mathematical context, contextualization of mathematical knowledge, features of mathematical context and the significance of contextual analysis in philosophy of mathematics. By these concrete interpretations, the paper provides a novel method, namely, contextual analysis, which will become one of the interpretative approaches in the future contemporary philosophy of mathematics.
