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Photograph of Joe Prendergast

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  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 51˛čšÝ Communications at 202-885-5950 or submit a request.

Teaching

Spring 2024

  • FIN-464 Financial Markets&Institution

  • FIN-465 Derivative Securities

  • FIN-672 Investment Anly/Portfolio Mgt

Fall 2024

  • PHYS-100 Physics for Modern World

Partnerships & Affiliations

  • 51˛čšÝ
    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," Journal of Fixed Income, Summer 2021, 31 (1), pp. 65-79.

Prendergast, J. 2021. "Replicating Maximum Yield Annuities with U.S. Treasury Funds," Journal of Fixed Income, Spring 2021, 30 (4), pp. 81-99.

Prendergast, J. “Fundamental, Flight-to-Quality and Flight-to-Liquidity Components in Subprime Mortgage-Backed Security Returns,” Journal of Fixed Income, 19 (1) (2009), pp. 5-25.  Winner of Institutional Investor Journals’ 2010 Peter L. Bernstein Award.

Prendergast, J. “Mortgage Options,” Chapter 44 in F.J. Fabozzi (ed.), The Handbook of Mortgage-Backed Securities, Sixth Edition (New York: McGraw Hill, 2006).  This chapter was solicited by invitation.

Prendergast, J. “The Complexities of Mortgage Options,” Journal of Fixed Income, 12 (4) (2003), pp. 7-24.

Prendergast, J. “Predicting the 10-Year LIBOR Swap Spread: The Role and Limitations of Rich/Cheap Analysis,” Journal of Fixed Income, 10 (3) (2000), pp. 86-99.