By George S. Fishman This is the authoritative text on the Monte Carlo method. Fishman covers the standard topics of integral estimation, variance reduction and random number generation. He also includes extensive material on simulating stochastic processes. The treatment is very formal and meticulously detailed. Numerous algorithms are presented, and references are cited extensively. The book is not an easy read. You should read Rubinstein (1981) before attempting Fishman. The book is unsurpassed as a reference. Contents Introduction Estimating Volume and Count Generating Samples Increasing Efficiency Random Tours Designing and Analyzing Sample Paths Generating Pseudorandom Numbers