Required math for Computational Finance? [closed]

Question

I don't have a strong mathematical background, but I would love to work on some computational finance problems. I got "An Introduction to Computational Finance Without Agonizing Pain " by Peter Forsyth, but it still was pretty hard for me to follow what he was saying.

What are the required maths prerequisites for this course?

I want to make sense of these kinds of papers.

Answer 1

The skills you will need for being a real quant not just an IT programmer working in a quant company:

• Stochastic Calculus
  • Geometric Brownian Motion
  • Black-Scholes
  • Risk neutral measure
• Measure Theory
  • Sigma algebra
  • Integrals
• Probability
  • Expectations
• Econmetrics
  • Time Series (ARMA(p,q), MA(p), AR(p))
• Computational
  • Monte Carlo
  • Finite Difference Methods