Introducing Monte Carlo Methods with R. Robert, C. P. & Casella, G. Springer, 2010.
bibtex   
@BOOK{Robert2010,
  title = {Introducing Monte Carlo Methods with R},
  publisher = {Springer},
  year = {2010},
  author = {Robert, C. P. and Casella, G.},
  file = {:Introducing Monte Carlo Methods with R.pdf:PDF;:IMCMWR book  TAM comments.doc:Word;:IMCMWR 2010 BOOK my code.R:Text;:IMCMWR solutions.pdf:PDF},
  owner = {Tiago},
  timestamp = {2010.09.20}
}

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