  These lectures given to graduate students in high energy physics, provide an
introduction to Monte Carlo methods. After an overview of classical numerical
quadrature rules, Monte Carlo integration together with variance-reducing
techniques is introduced. A short description on the generation of
pseudo-random numbers and quasi-random numbers is given. Finally, methods to
generate samples according to a specified distribution are discussed. Among
others, we outline the Metropolis algorithm and give an overview of existing
algorithms for the generation of the phase space of final state particles in
high energy collisions.
