Quarterly report pursuant to Section 13 or 15(d)

DERIVATIVE LIABILITIES (Tables)

v2.4.0.8
DERIVATIVE LIABILITIES (Tables)
9 Months Ended
Sep. 30, 2013
Notes to Financial Statements  
Assumptions for fair value of convertible instruments granted under Black-Scholes option pricing model

      September 30, 2013     December 31, 2012
             
Expected dividends:     0%     0%
Expected volatility:     238% - 320%     89% - 217%
Expected term:     0.59 - 3.61 Years     1.5 - 4.36 Years
Risk free interest rate:     0.33% - 1.39%     0.15% - 0.72%