WHO IS J. ORLIN GRABBE?
J. ORLIN GRABBE
1475 Terminal Way, Suite E
Reno, NV 89502
(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
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
"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,
*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
"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.,
"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
"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
Ph.D., Economics, Harvard University, 1981.
A.B., Economics, University of California, Berkeley, 1976.
Views expressed do not necessarily reflect those
of Conspiracy Nation, nor of its Editor in Chief.