Add training workflow, datasets, and runbook

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+Chapter 2
+The black-scholes-
+merTon model
+As you can tell from Chapter 1, options are in fact simple financial instru-
+ments that allow investors to split the financial exposure to a stock into upside 
+and downside ranges and then allow investors to gain or accept that expo-
+sure with great flexibility. Although the concept of an option is simple, trying 
+to figure out what a fair price is for an option’s range of exposure is trickier. The 
+first part of this chapter details how options are priced according to the Black-
+Scholes-Merton model (BSM)—the mathematical option pricing model  
+mentioned in Chapter 1—and how these prices predict future stock prices.
+Many facets of the BSM have been identified by the market at large 
+as incorrect, and you will see in Part III of this book that when the rubber 
+of theory meets the road of practice, it is the rubber of theory that gets 
+deformed. The second half of this chapter gives a step-by-step refutation 
+to the principles underlying the BSM. Intelligent investors should be very, 
+very happy that the BSM is such a poor tool for pricing options and pre-
+dicting future stock prices. It is the BSM’s shortcomings and the general 
+market’s unwillingness or inability to spot its structural deficiencies that 
+allow us the opportunity to increase our wealth.
+Most books that discuss option pricing models require the reader to have 
+a high level of mathematical sophistication. I have interviewed candidates with 
+master’s degrees in financial engineering who indeed had a very high level 
+of mathematical competence and sophistication yet could not translate that 
+sophistication into the simple images that you will see over the next few pages.