Ivan Asensio
Assistant Professor
Full-Time Faculty
ioasensio@usfca.edu
SFH Downtown Campus, Room 602
Biography
Ivan Oscar Asensio brings to USF more than 15-years of professional experience at global investment banks. He has worked at HSBC, Merrill Lynch & Co. and Bank of America, advising multinational corporations and institutional investors on risk management issues related to currency hedging, derivative accounting policy, cross-border M&A, global capital structure, risk transfer, portfolio optimization, currency overlay strategy, and signal generation.
Asensio brings a wealth of professional experience and a multi-disciplinary approach to solving problems into his classroom instruction. His current academic research agenda focuses on two important strands in the finance literature: solving the currency hedging puzzle and understanding the drivers that propagate the risk premium in option prices.
- Education
- Ph.D., Economics, University of California, Santa Cruz, 2013
- M.A., International Economics, University of California, Santa Cruz, 2011
- M.S., Statistics, University of California, Los Angeles, 2005
- B.S., Finance, University of Southern California, 1998
- B.A., Mathematics, University of Southern California, 1998