In this talk I will give a brief introduction to Monte Carlosimulations. A short overview of some theoretical considerations willbe followed by numerous examples coming from various areas of math,science, engineering, and finance. In their basic form, thesesimulations are extremely easy to generate, and for that matter theyhave found numerous applications in areas where randomness play acrucial role. Some examples are, simulation of Bernoulli's experiments(coin flip), the birthday problem, traffic flow, random walk, Brownianmotion, neutron shielding, financial option pricing, and insurancepricing. Moreover, applications generalize to deterministic problemssuch as computation of areas and volumes, approximating solutions ofpartial differential equations, approximating the value of the numbermathematical constants such as pi and e, and optimization problems areonly some of these.