Dr. Vicky Henderson

Professor

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Biography

Vicky Henderson is a Professor in the Department of Statistics at the University of Warwick, where she has been a Reader since September 2013. She holds a PhD in Mathematics from the University of Bath and has held various academic positions including at ETH Zurich, Princeton University, and the Oxford-Man Institute of Quantitative Finance. Her research focuses on optimal stopping and control problems particularly in relation to utility indifference pricing, real options applications, and behavioural economics in finance. She has served as an associate editor for several journals including the Review of Derivatives Research and the SIAM Journal on Financial Mathematics. In addition to her research, she is actively involved in teaching courses such as Introduction to Mathematical Finance and Actuarial Methods at Warwick. Henderson has also contributed to the research community through her roles in interdisciplinary projects and as a member of the Bachelier Finance Society.

Research Interests

Courses

Introduction to Mathematical Finance Actuarial Methods & Life Contingencies Actuarial Methods Financial Derivatives

Requirements for University of Warwick

Master Program
Requirements
GPA Requirement
Required:2.1
IELTS
Listening
Required:6
Reading
Required:6
Writing
Required:6
Speaking
Required:6
Overall
Required:6.5
TOEFL
Listening
Required:21
Reading
Required:22
Writing
Required:21
Speaking
Required:23
Total
Required:92
PTE
Listening
Required:59
Reading
Required:59
Writing
Required:59
Speaking
Required:59
Overall
Required:62
Duolingo
Overall Score
Required:120
Overall
Required:120
Prerequisites
Bachelor degree in Engineering or a related STEM discipline
Application Checklist
  • Online application form
  • Official transcripts
  • Degree certificate
  • Personal statement
  • One academic reference
  • CV/Resume
  • English language proficiency evidence
Specialization Notes

Includes General, Mechanical, Civil, Electrical, Biomedical, and Manufacturing Engineering. Most programs fall under English Band A.