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

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?

• I think it would be a good idea to add the topics names in the title to get a wider response. – Learner Apr 13 '13 at 13:21
• @Learner I thought about it but I didn't want to make too long of a title. Perhaps I will add one of them in there. – TheHopefulActuary Apr 13 '13 at 17:05
• Learn $\ {\bf{\tt C++}}\$ and practice yourself some little problems at the beginning. – Felix Marin Sep 8 '13 at 23:48