Milena Vuletic
MMath
Status
Postgraduate Student
Research groups
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,
Applied Mathematical Finance, 30(2): 94-121, 2023,
https://www.tandfonline.com/doi/full/10.1080/1350486X.2023.2277960
Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks,
Milena Vuletić, Felix Prenzel, Mihai Cucuringu
Quantitative Finance, 2024
https://www.tandfonline.com/doi/full/10.1080/14697688.2023.2299466
VolGAN: a generative model for arbitrage-free implied volatility surfaces,
Milena Vuletić and Rama Cont
(working paper)
Teaching
HT 2024:
- MSc MCF Quantitative Risk Management (Tutor and TA)
- MSc MCF Asset Pricing (Tutor)
- MSc MCF Advanced Volatility Modelling (Tutor)
MT 2023:
- CDT Random Systems Foundations of Data Science (TA)
HT 2023:
- MSc MCF Advanced Volatility Modelling (Tutor and TA)
MT 2022:
- MSc MCF Introduction to Statistics (Tutor)
- MSc MCF Statistics and Financial Data Analysis (Tutor)
HT 2022:
- B8.2 Continuous Martingales and Stochastic Calculus (TA)
MT 2021:
- B8.1 Probability, Measure and Martingales (TA)
- MSc MCF Statistics and Financial Data Analysis (Tutor)