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Fair Value of Financial Instruments (Tables)
 6 Months Ended
Jun. 30, 2015
Equity Option  
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 June 30, 2015 are as follows:

 

 

 

June 30, 2015

 

Average risk-free interest rate

 

 

1.71

%

Average expected term (in years)

 

 

4.42

 

Expected volatility

 

 

75

%

Expected dividend yield

 

 

0.00

%

Expected forfeiture rate

 

 

0.00

%

Number of liability classified stock options outstanding

 

 

492,842