Optimization Horizons: system and algorithmic trading
New horizons of optimization
Trading strategies: using computing simulation to maximize profits and to control risk
http://www.tradelabstrategies.com/customers/tradingstrategiesrev2.pdf
This is a free e-book from Larry C. Sanders from his website tradelabstrategies.com. On this discussion forum you can read an interesting discussion about it.
Larry C. Sanders addresses the topics of probability, marble game and MonteCarlo simulation. He has also designed a software program TradeSim which he sells at his website. The book can be downloaded at this site for free (this is the bookmark link). This book also talks about the Monte Carlo analysis of trades.