Joseph R Prendergast

Joseph R Prendergast

American University - Washington / United States
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5196999
-
person_outline Joseph R Prendergast's MOST POPULAR ARTICLES
1-) The complexities of mortgage optionsJR PrendergastThe Journal of Fixed Income 12 (4), 7, 200352003
2-) Predicting the Ten-Year LIBOR Swap Spread: The Role and Limitations of Rick/Cheap AnalysisJR PrendergastThe Journal of Fixed Income 10 (3), 86-99, 200052000
3-) Replicating Maximum Yield Annuities with US Treasury FundsJ PrendergastAvailable at SSRN 3676324, 202012020
4-) Practical Applications of A Key Rate Approach to Replicating Annuities with US Treasury FundsJR PrendergastPractical Applications, 20222022
5-) A Key Rate Approach to Replicating Annuities with US Treasury FundsJ PrendergastAvailable at SSRN 3767632, 20212021