Milena Vuletic
MMath
Status
Postgraduate Student
Address
Mathematical Institute
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG
Major / recent publications
Simulation of Arbitrage-Free Implied Volatility Surfaces, Rama Cont and Milena Vuletić (Working Paper) https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4299363
Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks, Milena Vuletić, Felix Prenzel, Mihai Cucuringu (Working Paper) https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4328302
Teaching
MT 2021:
- B8.1 Probability, Measure and Martingales (TA)
- MSc MCF Statistics and Financial Data Analysis (Tutor)
HT 2022:
- B8.2 Continuous Martingales and Stochastic Calculus (TA)
MT 2022:
- MSc MCF Introduction to Statistics (Tutor)
- MSc MCF Statistics and Financial Data Analysis (Tutor)
HT 2023:
- MSc MCF Advanced Volatility Modelling (Tutor and TA)