1. A video player device with run-time SDK integration comprising: a digital processor; a screen coupled to the digital processor; a network interface coupled to the digital processor; non-transitory digital memory coupled to the digital processor including code segments that are executable on the digital processor for: obtaining a run-time Software Development Kit (SDK) from a Content Delivery Network (CDN) server via the network interface when it is time to display a video advertisement (Ad) on the screen; making an Ad request to an Ad server via the network interface using the run-time SDK; and providing video player operative to display an Ad on the screen that is received as an Ad response from the Ad server, wherein the video player makes a Video Ad Serving Template (VAST) request to the CDN server and receives a VAST response including a Video Player-Ad Interface Definition (VPAID) wrapper containing a run-time SDK as a VPAID creative, and wherein the video player parses the VAST response, loads the VPAID creative, and invokes VPAID APIs of the run-time SDK.