NOTE 7 - FAIR VALUE MEASUREMENTS |
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Note 7 - Fair Value Measurements | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
NOTE 7 - FAIR VALUE MEASUREMENTS |
NOTE 7 – FAIR VALUE MEASUREMENTS We currently measure and report at fair value the liability for warrant derivative instruments. The fair value liabilities for price adjustable warrants have been recorded as determined utilizing the BSM option pricing model and Monte Carlo simulations. The following tables summarize our financial assets and liabilities measured at fair value on a recurring basis as of March 31, 2017:
The following is a roll forward through March 31, 2017 of the fair value liability of warrant derivative instruments:
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