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Schedule of Assumptions Used In Black-Scholes Valuation Model and Weighted Average Assumptions (Detail)	12 Months Ended
	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2010
Share Based Payment Award Stock Options Valuation Assumptions [Line Items]
Dividend yield	0.00%	0.00%	0.00%
Risk-free interest rate	0.60%	1.06%	1.15%
Expected term (years)	4 years	4 years 7 days	3 years 1 month 13 days
Expected volatility	65.00%	65.00%	77.00%

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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