Quarterly report pursuant to Section 13 or 15(d)

DERIVATIVE LIABILITIES (Tables)

v2.4.1.9
DERIVATIVE LIABILITIES (Tables)
3 Months Ended
Mar. 31, 2015
Notes to Financial Statements  
Assumptions for fair value of convertible instruments granted under Black-Scholes option pricing model
    March 31, 2015  
 Expected volatility     300 %
 Expected term   2.11 Years  
 Risk-free interest rate     0.56 %
 Expected dividend yield     0 %