If your interest is in radiation transport, the following may be interesting:

Article Introduction To Monte Carlo Simulation

A Monte Carlo Primer by Dupree and Fraley (http://www.springer.com/gp/book/9780306467486)

Otherwise, you may find useful references in Conference Paper Introduction to Monte Carlo simulation

Best of luck

Thanks ! @Andy Ma

Monte Carlo Methods for Radiation Transport: Fundamentals and Advanced Topics by Oleg Vassiliev.

http://www.springer.com/us/book/9783319441405

@ Mark Newpower Thank you, sir.

If the question is about the Monte Carlo simulation of particle transport:

MCNP Reference Collection

Monte Carlo Methods for Particle Transport Problems

Overview, theory, general references

https://laws.lanl.gov/vhosts/mcnp.lanl.gov/references.shtml

You can look to:

1. https://nrc-cnrc.github.io/EGSnrc/

2. https://nrc-cnrc.github.io/EGSnrc/doc/pirs701-egsnrc.pdf

I will recommend EGSnrc code for photon and electron transport

I will recommend MCNPX, FLUKA and GEANT4 for proton transport

I will also recommend SIMIND for Gamma and SPECT camera Monte Carlo simulation.

In this case, Firstly you have to research about MC codes which is most suitable for your research fileld.

There is several MC codes that you can use efficiently. MCNP, Geant4 and Fluka are some of the well-known codes. On the other hand, they have different using procedures. Geant4 is quite strong code on high energy applications since MNCP and FLUKA are most user friendly codes and very powerfull in wide energy range. If you decide your code very well, then it will be more useful to investigate about user guides.

Thank you, Prof. Carlos