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Here are some references to books with introductions to
Monte Carlo methods, especially for statistical physics:
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S. Koonin,
Computational Physics
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H. Gould and J. Tobochnik,
An Introduction to Computer Simulation Methods, Vol. 2
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O. Mouritsen,
Computer Studies of Phase Transitions and Critical Phenomena
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M.H. Kalos and P.A. Whitlock,
Monte Carlo Methods, Vol. I. Basics
These are a bit more advanced:
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K. Binder ed.,
Monte Carlo Methods in Statistical Physics
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K. Binder ed.,
Applications of the Monte Carlo Method in Statistical Physics
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D.P. Landau et. al, eds.
Computer Simulation Studies in Condensed Matter Physics:
Recent Developments
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K. Kremer and K. Binder, Comput. Phys. Reports 7, 259 (1988).
Paul Coddington, Northeast Parallel Architectures Center at Syracuse University, paulc@npac.syr.edu