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?
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.