 The lectures appeared in expanded form in Complexity and Information, Cambridge University Press, 1998.In 1994 he asked a PhD student, Spassimir Paskov, to compare the Monte Carlo method (MC) with the Quasi-Monte Carlo method (QMC) when calculating a collateralized mortgage obligation (CMO) Traub had obtained from Goldman Sachs.This involved the numerical approximation of a number of integrals in 360 dimensions.