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Employee Benefit Plans (Tables)
6 Months Ended
Jun. 30, 2012
Weighted-Average Assumptions used in Calculations of Fair Value

The following table summarizes weighted-average assumptions used in our calculations of fair value for the six months ended June 30, 2012:

 

    Black-Scholes-Merton     Monte Carlo Simulation  
             
Volatility     100 %     94 %
Expected life of options (in years)     6       6  
Risk-free interest rate     0.92 %     1.64 %
Dividend yield     0 %     0 %
Forfeiture rate     0 %     0 %