Recall that one way to write the forward price of a non-dividend-paying stock for delivery date T equals:

F_T(t) = S(t) / P(t,T)

where P(t,T) denotes the price (at time t) of the claim paying $1 at time T.

Note: This formula is true irrespective of assumptions made about r. In other words as long as we know the current price of the stock and the interest rate for the term [t,T] we know the forward price F_T(t).

Why does it make sense to say that:

The forward price is independent of the dynamical model for the stock?

This is not true for the price of a call or put option expiring at T.