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Can anyone recommend a good for MCMC? I have worked with HMMs, Markov Chains in the past but nothing on simulation. So something in the intermediate level would be great. Also, if you know of any introductory books on stochastic simulation, that would be great.

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up vote 4 down vote accepted

This is a book on MCMC which covers a lot of topics:

Handbook of Markov Chain Monte Carlo, edited by Brooks, Gelman, Jones, and Meng.

from Amazon

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The same question was asked in Cross validated there are more answers over there if you want to check them out!

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