Quarterly report pursuant to Section 13 or 15(d)

DERIVATIVE LIABILITIES (Tables)

v3.4.0.3
DERIVATIVE LIABILITIES (Tables)
3 Months Ended
Mar. 31, 2016
Notes to Financial Statements  
Assumptions for fair value of convertible instruments granted under Black-Scholes option pricing model
    March 31, 2016  
 Expected volatility     312 %
 Expected term - years   1.94  
 Risk-free interest rate     0.73 %
 Expected dividend yield     0 %