Citadel Securities Interview Questions

Price an option where the underlying asset is the outcome of a fair six-sided die roll.

Two tennis players, A and B, are at deuce. Player A wins a point with a 60% chance, and Player B wins a point with a 40% chance. What is the probability that A wins the game?

You and a friend each independently receive a value drawn uniformly from (0,1). After seeing your value, you can choose to switch values with your friend or keep your original value. What is the probability that you end up with a higher value than your friend at the end of the game?

Estimate how many basketballs can fit in a standard school bus.