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("Quid coniuratio est?")
J. ORLIN GRABBE
1475 Terminal Way, Suite E Reno, NV 89502 (702) 333-1139 (702) 329-0852 (fax)
Nov 1993 to Present: President, Kalliste Inc. Kalliste Inc. is a multimedia publishing firm.
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).
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).
"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.
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.
Cuba di mi Amor. Compact disk of 20 popular Cuban songs as performed by famed Cuban pianist Danilo Pina. Executive producer/owner.
Ph.D., Economics, Harvard University, 1981.
A.B., Economics, University of California, Berkeley, 1976.
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