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photo

Milena Vuletic

MMath
Status
Postgraduate Student
Contact form
CV
+44 1865 273589
Research groups
  • Data Science
  • Mathematical and Computational Finance
  • Stochastic Analysis

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 

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