Black-scholes formula is the workhorse of modern finance, and was a historic development in the field of computational finance. It revealed for the first time how prices of exotic contracts are being computed by the marker and put the theory of risk-neutral pricing on a firm footing. It also lead to Nobel prize for its inventors. We explore the formula in this map, and see its ramifications for other branches of  finance and mathematics. It is intrinsically tied to computational methods for modeling derivates as embodied by the binomial pricing model, which uses montecarlo techniques to arrive at the same result. 

Explore the graph by clicking on any of the nodes and traversing to other nodes by clicking them. Also remove extraneous connections by clicking on different color nodes in the legend. Going from left to right will eliminate nodes that are least extensively connected to most extensively connected.