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.
Look at the wikipedia entry and it will tell you:
Generally, individuals who fill positions in computational finance are known as “quants”, referring to the quantitative skills necessary to perform the job. Specifically, knowledge of the C++ programming language, as well as of the mathematical subfields of stochastic calculus, multivariate calculus, linear algebra, differential equations, probability theory and statistical inference are often entry level requisites for such a position. C++ has become the dominant language for two main reasons, the computationally intensive nature of many algorithms and the focus on libraries rather than applications.
It might be interesting to look at artificial intelligence, and therefore mathematical logic as well, like neural networks, pattern matching, knowledge databases, inference, ...
I graduated with a math major. With that background the book you linked to is an introduction and it's painless. Without that background it's still an introduction and hopefully the pain isn't agonizing. (That you've survived long enough to ask a question here about it suggests that it's not.)
I read over the first 36 pages of the PDF you linked to (i.e. through chapter 4). It's highly technical and found I the following areas of math.
Mostly the calculus is used to compute probability related things so if you're seroius about diving in to this stuff then I recommend that you start with algebraic probability and then work your way through the calculus.
You want some calculus, linear algebra, probability, statistics, numerical analysis, Monte Carlo methods, partial differential equations, and stochastic calculus at a minimum. A good introduction is Paul Wilmott's Paul Wilmott Introduces Quantitative Finance. That will provides you references for the aforementioned subjects as well as drawing together the necessary ideas to have a basic understanding of quantitative finance.
A book that I got a lot out of was Time Series Analysis. You do need a lot of "basic math" including every topic mentioned by other responses. The thing is that computational finance is relentlessly mathematical and the more math you know often the better off you will be.
The skills you will need for being a real quant not just an IT programmer working in a quant company: