XML 20 R30.htm IDEA: XBRL DOCUMENT

Computation of Weighted Average Fair Value of Employee Stock Options using Black-Scholes Option Pricing Model Assumptions (Detail)	3 Months Ended
	Jan. 31, 2013	Jan. 31, 2012
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Risk-free interest rate	0.36%	0.39%
Dividend yield	4.45%	3.00%
Expected life of the option	3 years 6 months	3 years 9 months 18 days
Volatility factor	42.46%	65.65%

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