 Forward volatility (source code)

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= Forward volatility
{wiki=Forward_volatility}

Forward volatility refers to the expected volatility of an asset's return over a future period, as implied by the pricing of options or other derivatives. It is an essential concept in finance, particularly in options pricing models. \#\#\# Key Points of Forward Volatility: 1. **Forward Contracts vs. Spot Contracts:** Forward volatility i​s related to the idea of forward contracts, which are agreements to buy or sell an asset at a future date at a price agreed upon today.

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