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DERIVATIVE LIABILITIES (Tables)
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12 Months Ended | |||||||||||||||||||||||||||||||||||||||||||||
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Dec. 31, 2014
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| Assumptions for fair value of convertible instruments granted under Black-Scholes option pricing model |
The Company used the following assumptions for determining the fair value of the convertible instruments granted under the Black-Scholes option pricing model:
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- Details
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- Definition
Tabular disclosure of all information related to the key inputs and assumptions (including, at a minimum, but not limited to, and if applicable, quantitative information about discount rates, expected prepayments including the expected weighted-average life of prepayable financial assets, and anticipated credit losses) used in measuring the fair value of assets or liabilities that relate to the transferor's continuing involvement with transferred financial assets, as of the balance sheet date. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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