Joe Prendergast Adjunct Instructor Physics
- Degrees
- B.S. in Mechanical and Aerospace Engineering, Cornell University
Ph.D. in Finance, University of Michigan - Bio
- Joe's work focuses on radio detection and analysis of聽 cataclysmic variable stars, radio telescopes and mitigation of radio frequency interference, and Julia language development.
- For the Media
- To request an interview for a news story, call AU Communications at 202-885-5950 or submit a request.
Teaching
Spring 2024
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FIN-464 Financial Markets&Institution
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FIN-465 Derivative Securities
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FIN-672 Investment Anly/Portfolio Mgt
Fall 2024
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PHYS-100 Physics for Modern World
Partnerships & Affiliations
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麻豆传媒
Adjunct Instructor, CAS, Department of Physics
Scholarly, Creative & Professional Activities
Selected Publications
Prendergast, J. 2021. "A Key Rate Approach to Replicating Annuities with U.S. Treasury Funds,"聽Journal of Fixed Income, Summer 2021, 31 (1), pp. 65-79.
Prendergast, J. 2021. "Replicating Maximum Yield Annuities with U.S. Treasury Funds,"聽Journal of Fixed Income, Spring 2021,聽30聽(4), pp. 81-99.
Prendergast, J. 鈥淔undamental, Flight-to-Quality and Flight-to-Liquidity Components in Subprime Mortgage-Backed Security Returns,鈥 Journal of Fixed Income, 19 (1) (2009), pp. 5-25.聽 Winner of Institutional Investor Journals鈥 2010 Peter L. Bernstein Award.
Prendergast, J. 鈥淢ortgage Options,鈥 Chapter 44 in F.J. Fabozzi (ed.), The Handbook of Mortgage-Backed Securities, Sixth Edition (New York: McGraw Hill, 2006).聽 This chapter was solicited by invitation.
Prendergast, J. 鈥淭he Complexities of Mortgage Options,鈥 Journal of Fixed Income, 12 (4) (2003), pp. 7-24.
Prendergast, J. 鈥淧redicting the 10-Year LIBOR Swap Spread: The Role and Limitations of Rich/Cheap Analysis,鈥 Journal of Fixed Income, 10 (3) (2000), pp. 86-99.