XML 31 R18.htm IDEA: XBRL DOCUMENT v3.2.0.727
Fair Value of Financial Instruments (Tables)
 3 Months Ended
Mar. 31, 2015
Stock Options  
Schedule of Weighted Average Option-Pricing Assumptions for Liability Classified Stock Options

The weighted average Black-Scholes option-pricing assumptions for liability classified stock options outstanding at March 31, 2015 are as follows:

 

 

 

 

March 31, 2015

 

Average risk-free interest rate

 

 

1.71

%

Average expected term (in years)

 

 

4.67

 

Expected volatility

 

 

75

%

Expected dividend yield

 

 

0.00

%

Expected forfeiture rate

 

 

0.00

%

Number of liability classified stock options outstanding

 

 

492,842