Add training workflow, datasets, and runbook

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+CHAPTER 33 
+Mathetnatical Considerations 
+for Index Products 
+In this chapter, we look at some riskless arbitrage techniques as they apply to index 
+options. Then a summary of mathematical techniques, especially modeling, is pre­
+sented. 
+ARBITRAGE 
+Most of the normal arbitrage strategies have been described previously. We will 
+review them here, concentrating on specific techniques not described in previous 
+chapters on hedging (market baskets) and index spreading. 
+DISCOUNTING 
+We saw that discounting in cash-based options is done with in-the-money options as 
+it is with stock options. However, since the discounter cannot exactly hedge the cash­
+based options, he will normally do his discounting near the close of the day so that 
+there is as little time as possible between the time the option is bought and the close 
+of the market. This reduces the risk that the underlying index can move too far before 
+the close of trading. 
+Example: OEX is trading at 673.53 7nd an arbitrageur can buy the June 690 puts for 
+16. That is a discount of 0.47 since,parity is 16.47. Is this enough of a discount? That 
+is, can the discounter buy this put, hold it unhedged until the close of trading, and 
+641