Add training workflow, datasets, and runbook

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+CHAPTER 28 
+Mathetnatical Applications 
+In previous chapters, many references have been made to the possibility of applying 
+mathematical techniques to option strategies. Those techniques are developed in this 
+chapter. Although the average investor - public, institutional, or floor trader - nor­
+mally has a limited grasp of advanced mathematics, the information in this chapter 
+should still prove useful. It will allow the investor to see what sorts of strategy deci­
+sions could be aided by the use of mathematics. It will allow the investor to evaluate 
+techniques of an information service. Additionally, if the investor is contemplating 
+hiring someone knowledgeable in mathematics to do work for him, the information 
+to be presented may be useful as a focal point for the work. The investor who does 
+have a knowledge of mathematics and also has access to a computer will be able to 
+directly use the techniques in this chapter. 
+THE BLACK-SCHOLES MODEL 
+Since an option's price is the function of stock price, striking price, volatility, time to 
+expiration, and short-term interest rates, it is logical that a formula could be drawn 
+up to calculate option prices from these variables. Many models have been conceived 
+since listed options began trading in 1973. Many of these have been attempts to 
+improve on one of the first models introduced, the Black-Scholes model. This model 
+was introduced in early 1973, very near the time when listed options began trading. 
+It was made public at that time and, as a result, gained a rather large number of 
+adherents. The formula is rather easy to use in that the equations are short and the 
+number of variables is small. 
+The actual formula is: 
+456