Fair Value of Warrants - Assumptions Used in Computing Fair Value of Derivative Warrants (Detail) (USD $)
|
0 Months Ended | 9 Months Ended | ||
---|---|---|---|---|
Sep. 30, 2014
|
Dec. 31, 2013
|
Apr. 05, 2013
|
Sep. 30, 2014
|
|
Series B Preferred Stock [Member]
|
||||
Class of Warrant or Right [Line Items] | ||||
Exercise Price | $ 10.00 | $ 10.00 | $ 10.00 | |
Expected life (years) | 1 year 1 month 16 days | 1 year 11 months 1 day | 1 year 8 months 19 days | |
Expected volatility | 47.45% | 59.26% | 46.60% | |
Risk-free interest rate | 0.13% | 0.38% | 0.33% | |
Expected dividend yield | 0.00% | 0.00% | 0.00% | |
Debt Guarantee [Member]
|
||||
Class of Warrant or Right [Line Items] | ||||
Exercise Price | $ 10.00 | $ 13.56 | $ 10.00 | |
Expected life (years) | 9 months 29 days | 2 years 5 months 1 day | 7 months 6 days | |
Expected volatility | 57.33% | 66.37% | 49.01% | |
Risk-free interest rate | 0.13% | 0.32% | 0.08% | |
Expected dividend yield | 0.00% | 0.00% | 0.00% | |
Consulting [Member]
|
||||
Class of Warrant or Right [Line Items] | ||||
Exercise Price | $ 10.00 | $ 10.00 | $ 10 | |
Expected life (years) | 1 year 4 months 20 days | 2 years 1 month 21 days | 2 years 3 months 29 days | |
Expected volatility | 48.34% | 63.63% | 63.20% | |
Risk-free interest rate | 0.13% | 0.38% | 0.27% | |
Expected dividend yield | 0.00% | 0.00% | 0.00% | |
Financing [Member]
|
||||
Class of Warrant or Right [Line Items] | ||||
Exercise Price | $ 10.00 | $ 10.00 | $ 13.21 | $ 13.34 |
Expected life (years) | 1 year 5 months 22 days | 2 years 3 months | 8 years 3 months 18 days | 9 years 9 months 11 days |
Expected volatility | 48.60% | 64.40% | 73.22% | 74.70% |
Risk-free interest rate | 0.13% | 0.38% | 1.44% | 1.95% |
Expected dividend yield | 0.00% | 0.00% | 0.00% | 0.00% |