"Never forget that a movie director is not just a master of imagery and drama, a conductor of actors, music and design. He is a guy who can persuade someone to put up millions on an airy conversation about life, plants, astronomy and philosophy. This is more than magic. It is the nerve that makes us believe in magic when we know it doesn't exist." from
'Nerve' in the sense of 'audacity, unexpected courage'. A movie director like that has nerve. Nerve to try to convince an audience to believe in magic.