In this course, we show how to analyze a model by use of a simulation study. We first show how a computer can be utilized to generate random numbers, and then how these random numbers can be used to generate the values of random variables from arbitrary distributions. Using the concept of discrete events we show how to use random variables to generate the behavior of a stochastic model over time. Monte Carlo statistical methods, particularly those based on Markov chains, have now matured to be part of the standard set of techniques used by statisticians. This course is intended to bring these techniques into the classroom.