Warrant Derivative Liabilities (Tables)

12 Months Ended

Dec. 31, 2013

Derivative Instruments And Hedging Activities Disclosure [Abstract]

Schedule of Significant Assumptions or Ranges

The assumptions summarized in the following table were used to calculate the fair value of the warrant derivative liability that was outstanding as of any of the balance sheet dates presented on our consolidated balance sheets:

	Fair Value Hierarchy Level
			As of December 31,
			2013			2012
Significant assumptions (or ranges):
Stock price		Level 1 input	$	4.52		$	9.07
Term (years)				1.83			2.83
Volatility		Level 2 input		94	%		70	%
Risk-free rate		Level 1 input		0.34	%		0.33	%
Dividend yield		Level 2 input		0.0	%		0.0	%
Scenario probability (fundamental change event/debt raise/equity raise)		Level 3 input		60%/40%/0	%		0%/80%/20	%

Income (Loss) Associated with Changes in Fair Values of Our Warrant Derivative Financial Instruments

The following table summarizes the effect on our income (loss) associated with changes in the fair values of our warrant derivative financial instruments:

	Year Ended December 31,
	2013		2012
	(in thousands)
Unrealized gain (loss) on warrant derivatives	$	3,517	$	(600	)