Jane Street

Interview Question

Quantitative Analyst Interview
Jane Street

Two players each have a die. I have a 20-sided die numbered 1-20, and the other player has a 30-sided die numbered 1-30. Both players roll their respective die. If my number is greater, the other player pays me the value of my die roll in dollars. If the other player's number is greater, I pay them the value of their die roll in dollars. If we roll the same number, I pay the other player that number in dollars. What is the expected value of my winnings or losses for a single round of this game?

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