Add training workflow, datasets, and runbook

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+Chapter 33: Mathematical Considerations for Index Products 64S 
+idend is subtracted from the index price and the model is evaluated using that adjust­
+ed stock price. With stock options, there was a second alternative - shortening the 
+time to expiration to be equal to the ex-date - but that is not viable with index options 
+since there are numerous ex-dates. 
+Let's look at an example using the same fictional dividend information and index 
+that were used in Chapter 30 on stock index hedging strategies. 
+Example: Assume that we have a capitalization-weighted index composed of three 
+stocks: AAA, BBB, and CCC. The following table gives the pertinent information 
+regarding the dividends and floats of these three stocks: 
+Dividend Days until 
+Stock Amount Dividend Float 
+AAA 1.00 35 50,000,000 
+BBB 0.25 60 35,000,000 
+CCC 0.60 8 120,000,000 
+Divisor: 150,000,000 
+One first computes the present worth of each stock's dividend, multiplies that 
+amount by the float, and then divides by the index divisor. The sum of these compu­
+tations for each stock gives the total dividend for the index. The present worth of the 
+dividend for this index is $0.8667. 
+Assume that the index is currently trading at 175.63 and that we want to evalu­
+ate the theoretical value of the July 175 call. Then, using the Black-Scholes model, 
+we would perform the following calculations: 
+1. Subtract the present worth of the dividend, 0.8667, from the current index price 
+of 175.63, giving an adjusted index price of 174.7633. 
+2. Evaluate the call's fair value using 17 4. 7633 as the stock price. All other variables 
+are as they are for stocks, including the risk-free interest rate at its actual value 
+(10%, for example). 
+The theoretical value for puts is computed in the same way as for equity 
+options, by using the arbitrage model. This is sufficient for cash-based index options 
+because it is possible - albeit difficult to hedge these options by buying or selling 
+the entire index. Thus, the options should reflect the potential for such arbitrage. 
+The put value should, of course, reflect the potential for dividend arbitrage with the 
+index. The arbitrage valuation model p"resented in Chapter 28 on modeling called for 
+the dividend to be used. For these index puts, one would use the present worth of