Método de montecarlo para estimar una probabilidad

Simulación basada en el método de Montecarlo para estimar la probabilidad del suceso pedido en el Desafío Matemático "Apuesta arriesgada" propuesto por el diario El País: http://www.elpais.com/videos/sociedad/Apuesta/arriesgada/elpepusoc/20111006elpepusoc_1/Ves/ Solución expuesta en el diario El País: http://www.elpais.com/articulo/sociedad/elpepusoc/20111011elpepusoc_10/Tes A player owns 1000€ and he will take part in a game with the target of leaving with exactly 5000 €. In each step of the game he bets 1000 € or the available and neccesary quantity (only multiples of 1000 are allowed) in order to achive his goal. Each time he bets there are two possible results: he may loose the bet or he will get the same quantity (if he bets 1000 € his possible results are loosing 1000 € or winning 1000€). If in some part of the game he owns 4000 € he only will bet 1000 €, because that is enough to win another 1000 € and leave the game with 5000 €. Each time he bets he has probability 1/2 of winning the same quantity and 1/2 of loosing the betted quantity. Find the probability of achiving the proposed objective wich is leaving with 5000 €.