XML 34 R55.htm IDEA: XBRL DOCUMENT

Black Scholes Option Pricing Model (Detail) (Stock Options)	12 Months Ended
	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2010
Stock Options
Share-based Compensation Arrangement by Share-based Payment Award
Expected life (years)	3 years 6 months	4 years	4 years 9 months
Interest rate	0.40%	1.50%	2.40%
Volatility-historical	56.00%	52.10%	48.80%
Dividend yield	0.00%	0.00%	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