Knowledge
Understand core FX, risk, and execution concepts used across Okoora’s infrastructure.
American Trigger, Bid, At The Money (ATM) Option
American Trigger Amortizing Swap Analytical VaR Arbitrage Asian Option Ask Price At The Money (ATM) Option At The Money Forward Barrier Option Basis Risk Basket Option Bid Bid-Ask Spread Binary Option Call Option Cash Flow Hedge Collar (Cylinder Strategy) Commodity Risk Compound Option Contingent Option Convexity Covered Call Covered Interest Arbitrage Cross-Currency Swap Currency Forwards Currency Futures Currency Options Currency Options Currency Overlay Currency Risk Currency Swap Delivery in Finance Delta Delta Hedging Derivatives Double No Touch Option Dynamic Hedging Effective Exchange Rate Embedded Finance Equity Risk Eurex European Option European Trigger Exchange Rate Risk Exotic Options Expiry Date Foreign Exchange Swap (FX Swap) Forward or Forward Contract Forward Rate Agreement (FRA) Futures Contract Gamma Haircut (Collateral) Hedge Hedge Ratio Historical VaR Historical Volatility Implied Volatility In The Money Option Interest Rate Parity (IRP) Interest Rate Risk Interest Rate Swap (IRS) Intrinsic Value KIKO Option (Knock-In Knock-Out Option) Liquidity Risk Margin Margin Call Mark-to-Market (MTM) Market Risk Mid Price Monetary Policy Impact Monte Carlo VaR Naked Option Natural Hedge Natural Hedging No Touch Option Notional Amount Offer One Touch Option Open Position Over The Counter (OTC) Over-the-Counter (OTC) Market Pips Plain Vanilla Option Premium (Options) Put Option Reconciliation Reverse Barrier Option Rho Risk Reversal Rolling Hedge Settlement Risk Speculative Hedge Spot Date Spot Market Spot Rate Spread Strike Price Strike Price (Exercise Price) Swap Contract Synthetic Strategy The Greeks Theta (Time Decay) Time Value of Money Translation Risk Vanilla Option VaR (Value at Risk) Vega Virtual Bank Account Volatility Zero Cost Strategy Zero-Cost Collar 
