Will I have learned the prerequisites for self learning stochastic calculus and monte carlo method?

Question

I'm an undergraduate econ major, and my main focus is in actuarial sciences, which as you may or may not know it's pretty mathematical. Some of the topics I will have to learn at some point on my own is stochastic calculus, stochastic differential equations, and the monte carlo method. So in my own experience I have taken probability theory, a full calculus sequence (all of Thomas' Calculus book), and linear algebra. With these classes alone will that be enough to learn the previously listed topics? If not, what else should I learn?

Answer 1

You could go on to learn

• Real Analysis
• Measure Theory
• Functional Analysis

Plus any advanced courses on Probability theory, stochastic processes or statistics would not harm.