The Skinny on Options: Abstract Applications - December 21, 2020 - The Best of 2020
This past year on the Skinny, we’ve hit a few highlights. Back in February, we covered both [Utility Theory](https://www.tastytrade.com/tt/shows/the-skinny-on-options-abstract-applications/episodes/an-introduction-to-utility-theory-02-03-2020) and [Risk-Neutral Pricing.](https://www.tastytrade.com/tt/shows/the-skinny-on-options-abstract-applications/episodes/risk-neutral-pricing-03-02-2020) Together, these showed us not only the power of more capital, but also the purity of Option Pricing Models in their probabilistic pricing. Then in August, we learned about volatility clusters in [ARCH Modeling,](https://www.tastytrade.com/tt/shows/the-skinny-on-options-abstract-applications/episodes/arch-models-08-10-2020) and we also [put the √t under the microscope](https://www.tastytrade.com/tt/shows/the-skinny-on-options-abstract-applications/episodes/the-square-root-of-t-08-24-2020) to better grasp its importance across all equations. Lastly from September, in possibly our best piece all year, we were introduced to [Leptokurtic Distributions,](https://www.tastytrade.com/tt/shows/the-skinny-on-options-abstract-applications/episodes/leptokurtic-distributions-09-21-2020) which could single handedly explain our success as premium sellers.