I was trying to find out the probability of stock price reaching a certain level using monte carlo simulation.Basically i was finding out the value of N(d2) of black scholes equation using monte carlo simulation.But I have few doubts :1. Black Schole's world is risk neutral. but while calculating real life probabilities this risk neutral assumption is too simplistic. In that case what value of r( the expected rate of return)should I take.? Is there any method by which i can refine the process so that it matches with reality.?2. I also have doubts regarding the values of mean and standard deviations ..How do i come out with proper values.?3. Apart from lognormal distribution ..is there any other distribution which can be used ? It might be the case that in certain times the prices doesnt follow lognormal distribution.4. Apart from Monte Carlo simulation is there any other method which can be used for above purpose? that is to calculate the probablity ?Please suggest some readings for the above topic ( it should be oriented towards practical methods calculating the probability of stock price movements )waiting for expert comments.Thanx in advance.wasp.