Can anybody recommend a good introduction book on Monte Carlo algorithms in c++? Preferably with applications to physics, and even more preferably, the kind of physics being quantum mechanics.
Why not using C# instead ?
I would recommend you the book of George Levy http://www.amazon.fr/Computational-Finance-Using-C/dp/0750669195. This book deals with financial mathematics and so with Monte-Carlo methods..
If you don't mind a book with a finance slant to it, my initial assessment of Monte Carlo Frameworks: Building Customisable High-Performance C++ Applications is very positive.