An application is known as embarrassingly parallel if its parallel implementation: can straightforwardly be broken up into roughly equal amounts of work per processor, AND has minimal parallel overhead (e.g., communication among processors). We love embarrassingly parallel applications, because they get near-perfect parallel speedup, sometimes with modest programming effort. Embarrassingly parallel applications are also known as loosely coupled. Monte Carlo is a European city where people gamble; that is, they play games of chance, which involve randomness. Monte Carlo methods are ways of simulating (or otherwise calculating) physical phenomena based on randomness. Monte Carlo simulations typically are embarrassingly parallel