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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 小蓝视频 Communications at 202-885-5950 or submit a request.

Teaching

Fall 2024

  • PHYS-100 Physics for Modern World

Partnerships & Affiliations

  • 小蓝视频
    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.