XML 24 R29.htm IDEA: XBRL DOCUMENT

Stock Based Awards and Other Equity Instruments (Details 1)	3 Months Ended
	Mar. 31, 2013
Black-Scholes assumptions used in calculating the estimated fair value of stock options granted
Risk-free interest rate	1.07%
Expected term (in years)	6 years 3 months 0 days
Expected volatility	51.72%
Expected dividend yield	0.00%

The estimated measure of the percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

+ References+ Details