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Conspiracy Nation Vol. 08 Num. 73
Conspiracy Nation -- Vol. 8 Num. 73
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("Quid coniuratio est?")
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WHO IS J. ORLIN GRABBE?
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J. ORLIN GRABBE
1475 Terminal Way, Suite E
Reno, NV 89502
(702) 333-1139
(702) 329-0852 (fax)
RECENT EMPLOYMENT:
Nov 1993 to Present: President, Kalliste Inc. Kalliste Inc.
is a multimedia publishing firm.
PREVIOUS EMPLOYMENT:
July 1992-Oct 1994: Consultant, Barclays Bank. Development of
a commodity derivatives trading and commodity derivatives banking
operation. Development of a commodities risk management and
reporting system. Interface with UK regulators from the Securities
and Futures Authority (SFA).
Jan 1991-July 1992: Independent derivatives consultant, New York.
1985-1990: Co-President, Co-Owner FX Systems Inc., 1760 Market
St., Philadelphia, PA 19106. FX Systems was a firm which produced
marketmaking software systems for foreign exchange, equity,
interest-rate instruments, and commodities. Clients included
major banks and corporations. The firm has since split
into two successor firms, the primary one being FNX Ltd.
1981-1986: Professor, Department of Finance, The Wharton School,
The University of Pennsylvania. Taught MBA course in international
financial markets.
1977-1981: National Bureau of Economic Research: worked on model
of the corporate bond market, and incorporated this into an
econometric model of the U.S. economy (MPS model).
SELECTED CONSULTING:
FNX Limited (Computer models of option pricing).
Vladeck-Waldman (Expert witness on derivatives markets).
Barclays Bank (Creation of a global commodities banking and
commodities derivatives trading unit).
Philadelphia Stock Exchange (CFTC filings; foreign currency option
pricing and transmission).
Stroock, Stoock, & Lavan (Expert witness on eurocurrency markets
with case arising from U.S.-Iran settlement).
Millburn Corporation (Using options to enhance performance of a
speculative commodity futures portfolio).
Shearson Lehman Hutton (Foreign currency option pricing).
Drexel Burnham Lambert (Risk management with FX and commodity
options).
TECHNICAL PUBLICATIONS:
"Copper-Bottom Pricing," *Over the Rainbow: Developments in
Exotic Options and Complex Swaps*, edited by Robert Jarrow,
Risk Publications, 1995.
"Copper-Bottom Pricing," *Risk Magazine*, May 1995.
*International Financial Markets (3rd edition)*, Simon & Schuster,
1995.
*Computer Models of Option Pricing*, Kalliste Inc., August 1994.
*International Financial Markets (2nd edition)*, Elsevier Science
Publishing Co., 1991.
"The Pricing of Call and Put Options on Foreign Exchange," *Book VI:
Selected Readings on Futures Markets*, R.E. Whaley, ed., Board of
Trade, 1992.
"Foreign Currency Options: A Survey," in *Recent Developments in
International Banking and Finance*, Vol. 1, Sarkis J. Khouri and
Alo Ghosh, eds., D.C. Heath, 1987.
*International Financial Markets*, Elsevier Science Publishing Co.,
1986.
"The Pricing of Put and Call Options on Foreign Exchange," *Journal
of International Money and Finance*, December 1983.
"Liquidity Creation and Maturity Transformation in the Eurodollar
Market," *Journal of Monetary Economics*, May 1982.
ESSAYS AND SHORT STORIES:
"Justice Department Deposes 'Angel of Death' in Inslaw
Case, May, 1996. Essay.
"Hackers Versus Politicians," *Media Bypass*, March 1996. Essay.
"The Money Laundromat," *Liberty*, November 1995. Essay.
"The End of Ordinary Money," *Phrack #48*. Parts I and II. Essay.
"The End of Ordinary Money," *Liberty*, July 1995. Essay.
"Feed the Children," *Liberty*, May 1995. Short story.
"In Praise of Chaos," *Libery*, March 1994. Essay.
"Karma Accountant," *Liberty*, August 1993. Short story.
"The Hat," *Art Times*, November 1992. Short story.
"The Optimal Number of Criminals," *Liberty*, May 1992. Short
story.
"Connections," *Beet #6*, 1992. Short story.
VISUAL PRODUCTIONS:
*Ruby Ridge*. Extra in CBS movie on Ruby Ridge, starring Laura
Dern and Randy Quaid.
*Cult Life*. Actor in short film by Steve Ausbury satirizing the
media depiction of "cults".
*Principia Discordia*. Short film. Director/writer/camera/editor.
*The Biggest Thing on Television*. Executive producer/owner.
Video pilot to sponsor independent short films.
*Cyberspace Art*. Creator/producer. Computer-generated, fractal-
based art show.
MUSIC PRODUCTIONS:
*Cuba di mi Amor*. Compact disk of 20 popular Cuban songs as
performed by famed Cuban pianist Danilo Pina. Executive
producer/owner.
EDUCATION:
Ph.D., Economics, Harvard University, 1981.
A.B., Economics, University of California, Berkeley, 1976.
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Aperi os tuum muto, et causis omnium filiorum qui pertranseunt.
Aperi os tuum, decerne quod justum est, et judica inopem et
pauperem. -- Liber Proverbiorum XXXI: 8-9