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Photograph of Joe Prendergast

Joe Prendergast Professorial Lecturer Department of Finance and Real Estate

Contact
Joe Prendergast
KSB | Finance/Real Estate
Kogod School of Business T49
Degrees
B.S. in Mechanical and Aerospace Engineering, Cornell University
Ph.D. in Finance, University of Michigan

Bio
Joe Prendergast is a Professorial Lecturer in the Kogod School of Business and an Adjunct Instructor in the CAS Department of Physics.
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

  • FIN-464 Financial Markets&Institution

  • FIN-465 Derivative Securities

  • FIN-672 Investment Anly/Portfolio Mgt

Partnerships & Affiliations

  • American University
    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.