I looked at the screen and there were hundreds of figures on it, a grid of numbers. I shook my head as if baffled, which I was, and Gabriel gave me a clue by wiggling the mouse to make the onscreen arrow jiggle by one box.

“Three hundred and twenty-four,” I read.

“A $324 million loss. When the merger went through, Harry thought there wasn’t much of a problem. It seemed like Marcus needed a bit of help, but it would be okay. You want to know how much they’d already lost? The whole $21 billion.”

I frowned at him and looked back at the screen to scan the numbers again. “I can’t see anything like that here,” I said.

Gabriel smiled. “Felix knew I would understand. Marcus told the traders to alter the model, shift the correlations. That altered the figures for long enough for the merger to be approved. He hid the entire thing.”

“Correlations?” I repeated dumbly. “What are they?”

“You’re a doctor. Do you know about broken heart syndrome?”

Gabriel’s question was so unexpected that it took a few seconds for me to respond. I hadn’t expected to be an expert on anything amid this deluge of mathematical finance, but he’d at last mentioned something familiar. I’d been taught about the condition in medical school, and a widowed patient of Rebecca’s had died from it.

“I have,” I said. “Stress cardiomyopathy. Heart failure caused by chemicals released into the bloodstream after an emotional trauma. It can happen to people whose wives or husbands have died. What’s that got to do with it?”

“It’s a correlation. The first death makes the second more likely. It affects the price of life insurance. It’s the same with mortgages. If some borrowers stop paying, there will be a loss, but you need to know the chance of the defaults being followed by others. If the correlation is low, the loss will be, too. If it’s high, the loss will be, too.”

“So the correlation was high on the Elements?”

“Incredibly high. Like nothing I’ve ever seen. It’s like you have a hundred people outside in a storm. What’s the chance of all of them being struck by lightning?”

“Pretty small, I guess,” I said.

“Unless they’re all together-they’re tightly correlated. Then if one gets hit, they’re all hit. A vast number of mortgage borrowers stopped repaying all at once. The triple-A paper was going to be wiped out. Three months before the deal, Greene found out. He couldn’t admit to it because his bank would have been bust. He got the desk to lower the correlations so the model showed the losses not reaching the triple-A. He knew he couldn’t hide it for long, but he didn’t have to. Just long enough to fool Harry.”

“How do you know it was him? Couldn’t the traders have done it themselves?”

“There was one thing Greene didn’t want anyone to find, a document Lauren discovered in the data room. It was buried in here. I only found it at three a.m.”

He clicked the mouse and a printer whirred to life on the shelf by me, spooling out a sheet of paper. It was an email message to Greene with a brief opening line-“Here are the metrics we discussed”-and below a list of the Elements.

“When Greene found out, he got Rosenthal to run the numbers on the models. They gave him the right assumptions, all the volatilities and the correlations. It predicted what was going to happen very precisely. Those guys are smart, I must say.”

I examined the paper. At the bottom of the email was a piece of legal boilerplate saying it had been sent from a Rosenthal employee and warning against disclosure. There was a list of five email recipients at the top, led by Marcus Greene. The final three names were all from Rosenthal, and the bottom one was Tom Henderson.

Henderson’s calm disdain as he’d reviewed my feeble efforts to pin him down came back to me: You don’t have any evidence, merely the imaginings of a psychiatric patient. He had given me a long enough hearing to discover if I did, though. He hadn’t just been indulging a runaway psych bearing an unconvincing threat.

I’ve got evidence now, I thought.

“You enter these numbers in the model and guess what comes out?” Gabriel asked.

“I don’t have to,” I said, knowing already what Lauren had found.

“Negative $21 billion. Marcus already knew.”

25

We gathered at Green-Wood Cemetery, a grand affair spread out on a hillside in a scrappy neighborhood of Brooklyn, with a view over the docks, the harbor, and the Statue of Liberty glowing copper green in the distance. It was a wet spring day, but the clouds parted as I got there and the sun emerged on the blossom trees and mausoleums on the slopes. Felix couldn’t have asked for more, I thought. Maybe he’d chosen it: I wouldn’t have been surprised.

I walked up the hill to the cemetery through a stone arch on which was a bas-relief of Jesus being laid to rest following the Crucifixion. Unlike Christ, or even Harry, Felix wasn’t coming back. He had drowned off Southampton and washed up on the long, broad beach among the seashells. He’d left a note for his wife and children, I’d been told, which was brief, remorseful, and blessedly vague.

To my left was a field with low gravestones set into it and a multitude of tiny Stars and Stripes fluttering in the breeze. A pair of Canada geese was waddling defiantly past, and when I bent down to scan a couple of stones, they turned out to be the graves of Civil War veterans. In death, Felix had transcended obscurity and was being sent to the afterlife accompanied by high technology and higher security. I passed a dozen or so huge trucks with satellite dishes on their roofs and burly technicians watching over a cardiovascular array of cords.

A couple of reporters leaned by them, take-out coffees in hand. One of them was my friend Bruce Bradley, who’d led me astray on Fox News about Harry. He was wearing either the same blazer or another like it and was laughing overheartily at his producer’s joke. Higher up the slope, near the arch, were five or six black Lincoln Navigators and Chevy Suburbans with another group of burly men clustered by them, these in suits rather than casual gear. They had translucent wires stuck into their ears, carrying Secret Service radio chatter. Someone important had turned up for Felix. Finally, there were three Suffolk County sheriff’s cars filled with uniformed officers trying not to be overawed by the Feds.

All in all, it was quite a show. Felix would have liked it, or found it entertaining. My feelings were still raw, but I’d found that despite everything he’d done, I’d come to miss him. Although he’d betrayed Harry, he’d been the nearest I’d found to a kindred spirit, at least until our last meeting. I didn’t count Anna-she came under miscellaneous.

A familiar vehicle was parked under a tree beyond the arch, which marked the border between the gawkers and the mourners-Nora’s stone gray Range Rover. I felt odd seeing it, and I peered into a window as I walked past to check if she or Anna was inside. It was empty, but I saw Nora as I looked up again. She was standing on a hill thirty yards away by a pink blossom tree, dressed in black with a small cap fixed to her hair. I watched her turn away from the scene to walk farther into the cemetery.

I’d entered a minefield of encounters by being there, but I hadn’t felt able to avoid it. I hadn’t done much for Felix, so I could at least attend his send-off. Walking after Nora, I came over the brow and looked into a bowl-shaped arena with a chapel at the bottom like a bonsai version of Christ Church in Oxford, in the same limestone with ornate carvings leading up to its dome. It was overlooked by rows of mausoleums and graves set along pathways.

As I got there, I saw an encounter unfold below me. Two vehicles were parked near the steps by the chapel. One was a heavy black limousine from which Tom Henderson had emerged and was shaking hands with two men I didn’t recognize. The other was a Suffolk County sheriff’s truck holding Harry. As Harry emerged, wearing a dark suit and handcuffs, they gazed at each other, but I couldn’t see their expressions from a hundred yards away. A Secret Service man stepped in front of Henderson, as if to protect him from a felon, and he sprang up the steps while Harry was held behind. Finally, Harry was allowed to proceed and he walked slowly through the wooden doors of the chapel.