In the Black-Scholes PDE, this quantity multiplies stock price times the partial derivative of option price with respect to stock price. "Delphic" and "Odyssean" are two types of "Forward guidance", a policy that uses forecasting to affect expectations of this quantity. This quantity is the dependent variable of the LM curve and appears on the (*) y-axis in the IS-LM model. This quantity is difficult to change in liquidity traps, where it is usually close to zero. The risk free return is commonly equated with this quantity. Inflation is approximately equal to the difference between two types of this quantity that are related by the Fisher equation. Dividing by one plus this quantity gives the discounted price. For 1
In the Black-Scholes PDE, this quantity multiplies stock price times the partial derivative of option price with respect to stock price. "Delphic" and "Odyssean" are two types of "Forward guidance", a policy that uses forecasting to affect expectations of this quantity. This quantity is the dependent variable of the LM curve and appears on the (*) y-axis in the IS-LM model. This quantity is difficult to change in liquidity traps, where it is usually close to zero. The risk free return is commonly equated with this quantity. Inflation is approximately equal to the difference between two types of this quantity that are related by the Fisher equation. Dividing by one plus this quantity gives the discounted price. For 10 points, name this quantity that is paid on the principal of a loan.
In the Black-Scholes PDE, this quantity multiplies stock price times the partial derivative of option price with respect to stock price.
interest rate [accept nominal interest rate or real interest rate; prompt on "r" or "i"]