Jane Street interview preparation
Quant trading firm known for collaborative problem solving and heavy use of math and logic to price ETFs, options, and other global products.
- Bid-Ask Spread as a Percentage of Mid
- Brownian Motion: Compute E[W_s W_t]
- Delta of a European Call in Black–Scholes
- Gamma of a European Call in Black–Scholes
- Implied Volatility from an ATM Call Price
- Ito Isometry: Var(∫ W_t dW_t)
- Martingale Property: E[W_t | F_s]
- No-Arbitrage Forward Price
- Quadratic Variation of Brownian Motion
- Risk-Neutral Drift for a Non-Dividend Stock
- Theta via a One-Day Finite Difference
- Type I/II Errors: Compute Test Power
- Vega: Price Change from an Implied Volatility Move
- At Least 4 Heads in 7 Coin Flips
- Barrier Option Identity: Up-and-Out vs Vanilla
- Black–Scholes Gamma Formula
- Black–Scholes PDE Form
- Bowling Ball Weight Scaling by Diameter
- Chicken Egg Production Rate
- Clock Angle at 10:45
- Combined Work Rate Problem
- Combined Work Rate: Two Painters
- Ito’s Lemma: Drift of log(S_t) under GBM
- Next Clock Hand Overlap After Noon
- Order Statistics: Probability the Maximum is Below a Threshold
- Probability of Even Heads in N Coin Flips
- Probability of Sum 10 with Three Dice
- Put-Call Parity: Solve for the Put Price
- Risk-Neutral Drift with Continuous Dividend Yield
- Scaling Bowling Ball Weight by Diameter
- Sum of Odd Numbers from 1 to 50
- Annual Bitcoin Mining Energy Consumption
- Bayesian Urn Selection After Drawing $10 Chip
- Bus Passengers with Fractional Exits
- Conditional Card Drawing: Heart Probability
- Creating Fair Coin from Biased Coin
- Die Roll with Optional Reroll
- Die Rolling Game: Maximize Sum Without Busting
- Even Sum from Three Random Primes
- Expected Maximum of Two Dice
- Expected Sum Given At Least One Six
- Expected Winnings in Dice Comparison Game
- HHT vs HTT Pattern Race
- Hours of Video Uploaded to YouTube Daily
- Largest Amount Unattainable with 5¢ and 11¢ Stamps
- Largest Number with Digit Product 120
- NYSE Orders Per Second at Peak
- Odd Heads with Mixed Fair and Biased Coins
- Optimal Question for Guessing Coin Sequence
- Pigeonhole: Five People Sharing Birth Month
- Probability of Game 7 in Best-of-Seven Series
- Probability Product of Two Dice is a Perfect Square
- Secure Average Salary Computation
- Smallest Integer with Digit Product 10,000
- Smallest Number with Digit Product 10,000
- Smallest Number with Digit Product 216
- Strategic Dice Betting with Information Asymmetry
- Weekend Pizza Probability
- Weekend Rain Probability (Independent Events)
- Dice Ratio Game: Choose Best Payout
- Explicit Solution to GBM
- Feynman–Kac: PDE to Expectation
- Girsanov: Brownian Motion under Measure Change
- Guaranteed Outcome Betting on Seven-Game Series
- MGF of an Exponential Random Variable
- Minimum Races to Find Top 3 of 25 Horses
- Weekend Rain Probability Bounds (No Independence Assumption)
- Winner's Curse Bidding Problem
- FX Volume Around Economic Releases
- Moser's Circle Problem: Regions from N Points
- How Many Times Has "Priced In" Been Said Since 2008?