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