I am currently studying Electrical Engineering and a Bachelor in Mathematics. I'm interested in theoretical physics, and I wonder if it is possible to pursue a Master degree in theoretical physics after completing my current studies. Or may be if I could later apply for a Master (or Phd) in Mathematics and be able to contribute to theoretical physics in some way, or if you know any other possible way I could get into theoretical physics. Sorry if this was a stupid question, and for any grammatical mistake (if there is any, english is not my mother tongue, so feel free to correct this).
Sure. People change their field of study between degrees all the time. Hopefully you can take some higher level physics courses and count them toward your current degrees. You could also seek out a physics research project to gain some experience in the field. You should talk to physicists at your institution and get their opinions. They may have specific advice.