Andreas Celary

Andreas Celary, M.Sc., is a Researcher at the Department of Statistics and Mathematics at WU Vienna University of Economics and Business. His research focuses on quantitative finance, mathematical finance, and stochastic processes with applications in financial modeling and risk management. He holds a Master of Science degree and has contributed to peer-reviewed publications in top-tier journals such as Quantitative Finance.

His work explores regime-switching affine term structures, integrating stochastic analysis and econometric methods to address challenges in financial markets. Celary collaborates with colleagues like Zehra Eksi-Altay and Paul Krühner on projects advancing theoretical frameworks for derivative pricing and credit risk assessment. His recent publications emphasize methodological innovations in regime-switching dynamics and affine processes.

No scientific awards are explicitly mentioned in the provided materials. Celary’s research is supported by the department’s focus on interdisciplinary approaches to financial engineering and mathematical economics.