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7. Derivative liability (Tables)

6 Months Ended

Jun. 30, 2013

Derivative Liability [Abstract]

The derivative liabilities were valued using a probability weighted average series of Black-Scholes-Merton models

		Fair Value of Warrants
		January 15, 2013				December 31, 2012
Risk-free interest rate			0.09%				0.02%
Expected volatility			165%				165%
Expected life (in years)			0.04				0.04
Expected dividend yield			0%				0%
Fair Value - 2009 Fall Warrants		$	3,441,752			$	3,221,138

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- Definition

Tabular disclosure of the inputs and valuation techniques used to measure fair value, and a discussion of changes in valuation techniques and related inputs, if any, used to measure similar assets in prior periods (non-recurring basis) by class of asset or liability.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 820

-SubTopic 10

-Section 50

-Paragraph 2

-Subparagraph (bbb)

-URI http://asc.fasb.org/extlink&oid=25499696&loc=d3e19207-110258

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