I am studying options theory and I am currently learning Heston's Model and its related stochastic calculus functions; Ito's lemma, Wiener Processes, Ornstein-Uhlenbeck, Brownian Motion etc. are terms that keep coming up. The basis for financial calculus (or stochastic calculus, really) is Taylor's theorem applied to the second order, every single time, as compared to regular calculus where you just go to the first order. I know I need training and have to improve my abilities in order to understand this better and develop my theorems and test my algorithm and that begins with understanding the math. Unfortunately, I have no real course of action because I am not a mathematician nor a physicist, if anything I am a failed one because I quit and changed to finance. That being said, I know I need to learn linear algebra, but the appropriate order for what I need to study and learn is lost on me. Any advice would be greatly appreciated.

For reference:
I am an American senior year finance major (20 years old) who came from engineering, my highest formal math class is calculus 2, my SAT score for math was 720 so I am not that good at math but I am capable and tenacious.