Milena Vuletic
MMath
Status
Postgraduate Student
Address
Mathematical Institute
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG
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)
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