In this book, I have tried to give an introductory overview of Monte Carlo methods in finance known to expert practitioners and, in places, I may not always have given due credit to all the pioneers who contributed to this borderline area of mathematics and finance. Wherever I fail to give explicit reference to the original inventor of any given method, this is not to mean I wish to pretend that it is my own development, it is merely my own laxness about the whole issue of referencing and citations. In fact, I may use phrases like 'I present below', etc. repeatedly, but they just stand for their literal meaning, namely that I present, not that I claim to have invented the particular method. I did consider it much more important to focus on an as-good-as-possible explanation of the techniques and mathematics, rather than spending time on exhaustive research through a whole string of references to establish who actually was the originator of the subject at hand. I include a rather-too-long bibliography at the end of the book, and I did try to reference and cite wherever I could see a direct link, but I may have failed many great researchers in the field of Monte Carlo methods by not referencing them in the right places, or not referencing them at all. Mea culpa, mea maxima culpa...

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