In Tokyo, there are at least over 30 swap houses, which are included U.S., U.K. and E.U. companys. I had dinner party with quants who work in Otemachi, Marunouchi, Nihonbashi, and Roppongi and so on.
Around many quants, topics are always about the latest model, the latest product.
"What is your new model in your company??" "Has your company already developed XX product ??" "How is YY model calibrated in the market??"
Quants are defined as people who love finance, who love a lot of rewards for ourselves, and who love mathmatics.
Quants are living with an ambitious for developing our original model and our original theory.
The most exciting time for me is of course when I have done them.
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