Asensio USF Faculty University of San Francisco

Ivan Asensio

Assistant Professor

Part-Time Faculty
Socials

Biography

Ivan Oscar Asensio has been part of the finance faculty at USF since 2015. He brings a wealth of professional experience to his classroom instruction, having spent over 20 years advising multinational corporations and institutional investors on solving problems related to currency and financial market risks.

Professor Asensio's research focuses on two important strands in finance literature: solving the currency hedging puzzle and understanding the drivers that propagate the risk premium in option prices. His work has been published in peer-reviewed academic journals such as Quantitative Finance and a number of professional outlets and bank publications.

Research Areas

  • Derivatives
  • Volatility
  • Risk Management
  • Foreign Exchange
  • Financial Markets

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

Prior Experience

  • Head, FX Risk Advisory, Silicon Valley Bank
  • Head, FX Risk Advisory, HSBC
  • Vice President, FX Risk Advisory, Merrill Lynch & Co.

Selected Publications