Hello Christopher! Long time no see! How are you?
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I was getting a bit angry with Sarig this morning when we were discussing the yield curve generation. I don't know a lot about mathematical finance but I have been working with zero curves since starting to work.
Sarig came from pure engineering background, obviously has less experience about the subject than I. But he refused to take me seriously. He thinks only the proper quant on the first floor can do the math of yield curve generation. That really upset me.
I started to be nasty and attacked his every single statement, pointing out the logical errors and throwing lots of jargons such as "2-factor term structure model", "martingale measure" and so on. He felt the heat and kept arguing with me.
At the end, he asked me why I became so nasty and this conversation does not help him to learn anything at all. I felt very very embarrassed. Am I trying to prove myself by putting down others? What is to get if I win every arguement? Why am I uncomfortable when people underestimate my ability, especially those who cannot give me my pay rise? I apologised immediately.
I do appreciate Sarig brought it up right away. He is a veyr nice guy and I bought him coffee later. I think I will remember this incident for very long time.
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