XML 27 R52.htm IDEA: XBRL DOCUMENT

Assumptions Used in Black-Scholes Option Pricing Model (Detail) (Stock Options, USD $)	12 Months Ended
	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2010
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Risk-free interest rate		3.68%	3.35%
Expected life (years)		5 years	10 years
Expected volatility		47.32%	38.05%
Expected dividend yield	0.00%	0.00%	0.00%
Weighted average grant date fair value	$ 14.79	$ 8.99	$ 4.27
Minimum
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Risk-free interest rate	0.95%
Expected life (years)	5 years 6 months
Expected volatility	53.00%
Maximum
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Risk-free interest rate	1.16%
Expected life (years)	6 years 6 months
Expected volatility	53.14%

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