Depends what language you're talking about. There's no such thing as Yugoslavia any more. Macedonian uses a Cyrillic script (like Russian) but I think the other Slavic languages use the Roman alphabet. Bear in mind that writing a name in another language isn't just a matter of changing which alphabet you use.
I don't know that name. It sounds shortened - you'd have to find out what the full name is and figure out where it comes from. If it's Macedonian then you might be able to write it in Cyrillic but otherwise it'd just look the same as in English maybe with a couple of accents on that we wouldn't use. Sorry I couldn't be more help.