Modeling of the Kenya airways stock prices.

Abstract

Kenya Airways has contributed to the growth of the transport sector and the Kenyan Economy. To model the KQ share prices, mathematical models can be used. Some of the mathematical models that can be used to model share prices include Black Scholes model, CAPM, Factor Model (Single factor model and multifactor model) and time series among others. These models were basically developed to model the stock prices with others ignoring the factors affecting the prices and others putting that into consideration. This work attempts to use these models to model the KQ share prices. Specifically, time series and the factor models are used in this study.