Derivative financial instruments fair value assumptions contractual conversion rate.

No definition available.

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- Definition

Derivative financial instruments fair value assumptions contractual interest rate.

+ References

No definition available.

+ Details

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- Definition

Derivative financial instruments fair value assumptions credit risk adjusted yield rate range of rates.

+ References

No definition available.

+ Details

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- Definition

Range of effective contractual conversion rates.

+ References

No definition available.

+ Details

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- Definition

Derivative financial instruments fair value assumptions market risk adjusted rate range of rates.

+ References

No definition available.

+ Details

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- Definition

Derivative financial instruments fair value assumptions quoted market price.

+ References

No definition available.

+ Details

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- Definition

Derivative financial instruments fair value contractual term to maturity.

+ References

No definition available.

+ Details

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- Details

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- Definition

Period the instrument, asset or liability is expected to be outstanding, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 820

-SubTopic 10

-Section 50

-Paragraph 2

-Subparagraph (e)

-URI http://asc.fasb.org/extlink&oid=36462937&loc=d3e19207-110258

+ Details

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- Definition

Measure of dispersion, in percentage terms (for instance, the standard deviation or variance), for a given stock price.

+ References

+ Details

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- Definition

Risk-free interest rate assumption used in valuing an instrument.

+ References

+ Details

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- Definition

Weighted average expected volatility of stock price.

+ References

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Derivative Financial Instruments - Significant Assumptions Utilized in Valuation Technique (Detail) (USD $)		12 Months Ended	0 Months Ended	9 Months Ended	12 Months Ended	0 Months Ended	9 Months Ended	12 Months Ended	0 Months Ended	9 Months Ended
	Sep. 30, 2014	Dec. 31, 2013 Monte Carlo Simulations [Member] Senior Convertible Notes [Member]	Aug. 14, 2014 Monte Carlo Simulations [Member] Monaco Notes [Member]	Sep. 30, 2014 Monte Carlo Simulations [Member] Monaco Notes [Member]	Dec. 31, 2013 Minimum [Member] Monte Carlo Simulations [Member] Senior Convertible Notes [Member]	Aug. 14, 2014 Minimum [Member] Monte Carlo Simulations [Member] Monaco Notes [Member]	Sep. 30, 2014 Minimum [Member] Monte Carlo Simulations [Member] Monaco Notes [Member]	Dec. 31, 2013 Maximum [Member] Monte Carlo Simulations [Member] Senior Convertible Notes [Member]	Aug. 14, 2014 Maximum [Member] Monte Carlo Simulations [Member] Monaco Notes [Member]	Sep. 30, 2014 Maximum [Member] Monte Carlo Simulations [Member] Monaco Notes [Member]
Derivative [Line Items]
Quoted market price/ underlying price on valuation date	$ 2.50	$ 2.02	$ 2.50	$ 2.50
Contractual conversion rate		$ 3.17
Range of effective contractual conversion rates
Contractual term to maturity		3 months 29 days	2 years	1 year 10 months 13 days
Implied expected term to maturity		3 months 29 days	1 year 10 months 6 days	1 year 8 months 5 days
Market volatility:
Range of volatilities					47.40%	37.00%	55.50%	91.20%	62.20%	70.50%
Range of equivalent volatilities			51.20%	62.30%	59.90%			69.90%
Contractual interest rate					8.00%	8.00%	8.00%	9.00%	11.00%	11.00%
Range of equivalent market risk adjusted interest rates			9.50%	9.50%	8.08%			9.08%
Range of equivalent credit risk adjusted yields		0.67%	4.15%	4.24%		3.94%	3.97%		4.45%	4.61%
Risk-free rates					0.01%			0.07%