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Weighted Average Assumptions Used in Black-Scholes Option Pricing Model to Value Option Grants (Detail)	3 Months Ended
	Mar. 31, 2013	Mar. 31, 2012
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Expected volatility	51.62%	55.84%
Risk-free interest rate	1.08%	1.37%
Expected term	6 years 22 days	6 years 11 months 9 days
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.

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