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The purpose of this book is to provide a self-contained entry into Monte Carlo computational techniques. First and foremost, it must not be confused with a programming addendum to our earlier book Monte Carlo Statistical Methods whose second edition came out in 2004. The current book has a different purpose, namely to make a general audience familiar with the programming aspects of Monte Carlo methodology through practical implementation. Not only have we introduced R at the core of this book, but the emphasis and contents have changed drastically from Monte Carlo Statistical Methods, even though the overall vision remains the same. Theoretical foundations are intentionally avoided in the current book. Indeed, the emphasis on practice is a major feature of this book in that its primary audience consists of graduate students in statistics, biostatistics, engineering, etc., who need to learn how to use …