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The perfect text, on-the-job reference and certification exam review, MANUAL OF PULMONARY FUNCTION TESTING, 9th Edition includes a wealth of information on pulmonary function tests, techniques, pathophysiology, equipment, computers, and quality assurance to help you get the best results every time. Detailed information on the pulmonary function tests used to determine the presence, extent, and progression of lung disease and abnormality helps you reveal conditions including asthma, chronic bronchitis, emphysema, and cystic fibrosis. This new edition includes even more opportunities to apply your knowledge with additional Case Studies and Self-Assessment Questions.

• A "how to" approach to testing explains procedures step-by-step and provides a valuable on-the-job reference.
• UNIQUE! Objectives for both Entry and Advanced Levels following the content guidelines suggested by National Board for Respiratory Care provide a useful study tool for the CPFT and RPFT examinations.
• UNIQUE! PF Tips boxes highlight content from the text to help you remember essential information.
• UNIQUE! Clinical Practice Tips provide helpful guidance for applying the concepts and procedures from each chapter.

• Updated "Case Studies" provide you with the most up-to-date scenarios to help prepare you for clinical situations.
• Updated "Self-Assessment Questions" for each chapter test your knowledge of the content, and answers in the appendix let you check your answers for accuracy.
• The latest guidelines from the American Thoracic Society/European Respiratory Society (ATS/ERS) and the American Thoracic Society/American College of Chest Physicians (ATS/ACCP), plus information on new procedures and testing equipment ensure you use the most current practice guidelines.
• UNIQUE! More real-life cases with actual tracings and authentic patient data enhance your ability to interpret pulmonary function studies.
• Chapter Outlines, Key Terms, and Key Point Summaries highlight the most important information in every chapter and help you review key information for the CPFT and RPFT examinations.

• Sales Rank: #880113 in Books
• Brand: Brand: Mosby
• Published on: 2008-04-10
• Original language: English
• Number of items: 1
• Dimensions: .80" h x 7.53" w x 9.28" l, 2.08 pounds
• Binding: Paperback
• 512 pages

Features

• Used Book in Good Condition

Most helpful customer reviews

12 of 12 people found the following review helpful.
This is the Bible Of Pulmonary Function Testing.
By A Customer
This book is for ANYONE who is thinking about, or ever has an inclination of perfoming Pulmonary Function Testing. This book covers absolutely everything that there is to know; and, with a working knowladge of this book the CPFT Exam is very attainable.

5 of 5 people found the following review helpful.
New Ruppel edition an asset for RT student or staff!
By A Customer
While I have not read the entire work, I have so far found this new edition of PFT's easier to read and understand than the past edition; it also appears more comprehensive. My only complaint is that it is in paperback, and if used as a reference, will be worn quickly!

3 of 3 people found the following review helpful.
Great textbook, Excellent reference
By Phil Finch
Gregg Ruppel's 9th Edition text has already been useful in our Pulmonary Function Laboratory, and now I am writing a hospital-based course of study for my staff members based upon this text. Since our laboratory uses plethysmography, this is a very useful reference work. Some of our Respiratory Therapists plan to sit for the CPFT board exam, and I believe this text should provide enough information for confidently taking the NBRC exam. For labs wishing to meet American Thoracic Society (ATS) and European Respiratory Society (ERS) standards, this text should provide excellent guidance.
While the book has held up well enough in our frequent handling, having a spiral binding would have been better. As it is, I am ordering a couple more copies to use as study texts for our Respiratory Therapists.

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[B589.Ebook] PDF Download Red Sky at Sunrise - an Autobiographical Trilogy , Cider with Rosie, As I Walked Out One Midsummer Morning and a Moment of War, by Laurie

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• Published on: 1992
• Binding: Hardcover

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[R553.Ebook] Ebook Free Autism: A Very Short Introduction, by Uta Frith

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What causes autism? Is it a genetic disorder, or due to some unknown environmental hazard? Are we facing an autism epidemic? What are the main symptoms, and how does it relate to Asperger syndrome?

Everyone has heard of autism, but the disorder itself is little understood. It has captured the public imagination through films and novels portraying individuals with baffling combinations of disability and extraordinary talent, and yet the reality is that it often places a heavy burden on sufferers and their families.

This Very Short Introduction offers a clear statement on what is currently known about autism and Asperger syndrome. Explaining the vast array of different conditions that hide behind these two labels, and looking at symptoms from the full spectrum of autistic disorders, it explores the possible causes for the apparent rise in autism and also evaluates the links with neuroscience, psychology, brain development, genetics, and environmental causes including MMR and Thimerosal. This VSI also explores the psychology behind social impairment and savantism, and sheds light on what it is like to live inside the mind of the sufferer.

• Sales Rank: #108256 in Audible
• Published on: 2011-01-24
• Format: Unabridged
• Original language: English
• Running time: 196 minutes

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4 of 4 people found the following review helpful.
Decent but slightly lightweight introduction to Autism
By Incantessimo
I am a fan of these "Very Short Introductions" by OUP, and own about a dozen of them. This introduction by Frith has the advantage of being written by one of the leading scholars in the field of autism. Its strength is that it is highly readable. However, I think that it is slightly lightweight in terms of the issues covered, and in comparison to some of the other "Very Short Introductions" I've read, many of which go into quite a bit of sophisticated detail (the one on Kant, for example!). I wonder how much real insight one is going to get from this book beyond what is available elsewhere (even for free on-line). I suppose part of the problem is that the intended audience is likely a mix of parents/caregivers with autistic children and scholars/students of autism in various fields like psychology. I still think that even the former readership would prefer more detail and scholarship, which Frith could certainly provide.

I also own Frith's edited volume "Autism and Asperger's Syndrome" and while it is old and perhaps slightly out of date (1992) I found it much more engaging and interesting. I would highly recommend that book for people interested in more scholarship on questions related to autism and other ASD.

2 of 2 people found the following review helpful.
Full of Very Informative and Easy to Understand Explanations!
By edrm
Quite embarrassingly, I didn't know so much about autism itself before I dealt with this tremendous guide. Although it doesn't have so many pages, I found it very informative and useful. Especially, I'm intrigued by Dr. Frith's explanations on the follows:
1. What neurotypical means
2. Weak central coherence
I wasn't quite sure what the prefix, neuro- means though neurotypical (NT) is one of the key words on autism/Asperger's. Sure thing, I couldn't find the word even in my dictionary. I mean, I could manage to guess it might mean the opposite to people with developmental impairments. However, I didn't quite catch why. I felt like I could clear up my haze when I found out Dr. Frith says neuro- definitely means the brain. "I guessed right! Neurotypical shows the brain works normally or typically." - That's what I exactly thought!

I realized central coherence is crucial for neurodevelopment. People with strong central coherence can see the whole point, while those with weak one tend to dwell on parts. So I suppose some autistic people have such weak central coherence that they tend to be perfectionists, which makes life more stressful. Positively, they seem to know the details pretty well. In my case, I was incredibly good at kanji (Chinese characters) in my childhood. But the trouble was that I was horrible at comprehending the whole sentence. And I suspected that slowed communication skills. The thing is people with weak central coherence find it so hard to catch the whole content they often tend to miss what matters most.

Overall, this autism guide is suitable if you would like to know the difference between NT's and people with autism/Asperger's with regard to neurodevelopmental psychology.

2 of 3 people found the following review helpful.
Fine introduction with two minor faults
By Joerg Fricke
On the positive side, here are some gems in a nutshell. I especially like the five different "big ideas" about the underlying problems, and the mismatch of top-down and bottom-up processes as a possible link between these ideas.

On the negative side, I have two remarks:
First, the described Sally-Anne-test on the "theory of mind" might reveal delayed development in young children but has no similarity to the problems older children and adults are facing. The reader might get the wrong impression that autistic people are unable to apply simple logic to situations involving other people. The real problems are at least partly based on the fact that autistic people maintain a one-layer-communication toward obvious goals (as receiver *and* as sender) while NTs communicate also via sound of voice, facial expressions and so on, sometimes toward hidden goals. Thus in communications between autistics and NTs, *both* sides have a theory-of-mind problem: Since even autistics cannot avoid to produce sounds and facial expressions but do not attach meaning to them, the NT is often unable to mask these layers, even when being ask to give attention just to the words, and jumps to wrong conclusions about the state of mind of the autistic person.

Secondly, at the end of the section titled "Asperger syndrome" (pp. 37, 38), the author, after mentioning highly intelligent "Aspies" who are glad not to be NTs, labels the extreme point of view that autism is *generally* not a deficit but a different make-up as "perverse". Well, this is literally true but, the author being an NT, one could look for her hidden goal. Why does she mention an extreme, obviously untenable position in a *very short* introduction? My impression is that she lacks a certain empathy for the "glad aspies". There *are* some reasons why Asperger syndrome should not / could not generally be labelled as a deficit:
1. The sentence "There is a deficit which in rare cases causes an improvement." is paradoxical.
2. It seems to be quite human to respond to the label "disabled" with the announcement of belonging to a different culture; see for example the community of deaf students in Washington, D.C.
3. The highly functioning aspies might fear that somewhen in the future the NT society might find a way to diagnose and to "cure" all autistic children regardless of their specifics.
Here I miss the element of optimistic acceptance which is a key feature of Tony Attwoods book "The complete guide to Asperger's syndrome".

But on the whole I recommend this book as a thought provoking introduction.
(someone glad to be an Aspie ;-)

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Most attempts to explain market failures seek to pinpoint triggering mechanisms that occur hours, days, or weeks before the collapse. Sornette proposes a radically different view: the underlying cause can be sought months and even years before the abrupt, catastrophic event in the build-up of cooperative speculation, which often translates into an accelerating rise of the market price, otherwise known as a "bubble." Anchoring his sophisticated, step-by-step analysis in leading-edge physical and statistical modeling techniques, he unearths remarkable insights and some predictions--among them, that the "end of the growth era" will occur around 2050.

Sornette probes major historical precedents, from the decades-long "tulip mania" in the Netherlands that wilted suddenly in 1637 to the South Sea Bubble that ended with the first huge market crash in England in 1720, to the Great Crash of October 1929 and Black Monday in 1987, to cite just a few. He concludes that most explanations other than cooperative self-organization fail to account for the subtle bubbles by which the markets lay the groundwork for catastrophe.

Any investor or investment professional who seeks a genuine understanding of looming financial disasters should read this book. Physicists, geologists, biologists, economists, and others will welcome Why Stock Markets Crash as a highly original "scientific tale," as Sornette aptly puts it, of the exciting and sometimes fearsome--but no longer quite so unfathomable--world of stock markets.

• Sales Rank: #878560 in Books
• Brand: Brand: Princeton University Press
• Published on: 2002-12-08
• Original language: English
• Number of items: 1
• Dimensions: 1.32" h x 6.52" w x 9.44" l,
• Binding: Hardcover
• 448 pages

Features

• Used Book in Good Condition

From Publishers Weekly
It’s everybody’s favorite topic of conversation at the moment: why did the Dow and the Nasdaq tank so horrifically, and where did all the money go? UCLA professor Sornette does his best to tackle those questions. While CNBC anchor Ron Insana’s recent Trend Watching took a reader-friendly look at the history of market bubbles, Sornette’s approach is decidedly different. Befitting his status as an expert in geophysics, the author loads the text with enough charts, graphs and advanced economic theory to choke John Kenneth Galbraith (one chapter subheading, for instance, is "The Origin of Log-Periodicity in Hierarchical Systems"). It’s a meaty book, with helpful autopsies of past crashes ranging from tulip mania in the Netherlands to the Nasdaq crash of April 2000, as well as information on how crashes might be predicted in the future. Unfortunately for the average investor who tends to get burned after these bubbles, Sornette’s conclusion is that a mixture of "systemic instability" and plain old human greed means that market bubbles aren’t about to disappear anytime soon. And neither, of course, will the subsequent crashes.
Copyright 2003 Reed Business Information, Inc.

Review
"Sornette is both a statistical physicist and a member of a new breed of scientist: the econophysicist. . . . But Sornette's book is not just about finance and economics; it is also a mesmerizing introduction to game theory, fractals, catastrophe theory, critical phenomena, and much more. No prior knowledge of finance or economics is needed to understand the book. . . . Throughout the book, Sornette makes numerous, vivid comparisons with many other fields in which the various mathematical tools he describes can be applied."--Frank Cuypers, Physics Today



"The book is written in a readable style and does not require technical knowledge. Any reader interested in a serious approach to the origin and possible prediction of financial bubbles will enjoy reading it."--Josep M. Porra, Journal of Statistical Physics



"A highly recommended, enjoyable, well-researched, and thought-provoking book for anyone interested in stock markets and the modeling of financial processes."--Rick Gorvett, Journal of Risk and Insurance



"While it's difficult to pinpoint what type of trader would enjoy this book the most, I think there's something for everyone, whether you're a quaint, technical trader or a fundamentalist. . . . I feel that I'm smarter after finishing this book; I thoroughly enjoyed the lengthy journey, and would recommend this to any stock market enthusiast."--Jeff Pierce, Seeking Alpha

From the Inside Flap
"A professor of geophysics gives a very different perspective, informed by his scientific training, on the stock market. I am sure that his view will be highly controversial, but the book is fascinating, and mind-expanding, reading."--Robert Shiller, author of Irrational Exuberance

"Why Stock Markets Crash addresses a current and enduring concern for all investors, the seemingly mysterious twists and turns the markets take. Didier Sornette's insights into why markets behave as they do are fresh, productive, and provocative. This work is bound to become an important baseline for anyone trying to understand what will happen next in the stock and currency markets not only in the U.S. but in Europe and Asia as well. It is well written and accessible to non technical audiences."--Richard N. Foster, Director, McKinsey & Company

"This is a most fascinating book about an intriguing but also a controversial topic. It is written by an expert in a very straightforward style and is illustrated by many clear figures. Why Stock Markets Crash will surely raise scientific interest in the emerging new field of econophysics."--Cars H. Hommes, Director of the Center for Nonlinear Dynamics in Economics and Finance, University of Amsterdam

"In turbulent times for financial markets, more books than usual are published on such subjects as financial crashes. This book is different. First, it is written by an internationally recognized expert in non-linear, complex systems. Second, it promotes some new ideas in both finance and science. In addition, it offers the general reader an insight into finance, both practical and academic, as well as some of the issues at the cutting edge of science. What more could one ask for?"--Neil F. Johnson, Department of Physics and Oxford Center for Computational Finance, Oxford University

"In turbulent times for financial markets, more books than usual are published on such subjects as financial crashes. This book is different. First, it is written by an internationally recognized expert in non-linear, complex systems. Second, it promotes some new ideas in both finance and science. In addition, it offers the general reader an insight into finance, both practical and academic, as well as some of the issues at the cutting edge of science. What more could one ask for?"--Neil F. Johnson, Department of Physics and Oxford Center for Computational Finance, Oxford University

Most helpful customer reviews

0 of 0 people found the following review helpful.
A very good, but technical, book about stock market crashes
By RrLaw
The author discusses the application of non-linear modeling techniques on the financial market. Given the behavior of financial market is the result of the inter-working of countless investors, it's very surprising and interesting to see these modeling techniques actually produce some very good results. In particular, the author presents the logic behind the formation and the bursting of bubbles, and, more importantly, provides insight of what we can expect from the financial market in the long term.
Please note this is a very technical book for the general public. You don't need a PhD to understand it, but you do need to be comfortable with data plots and discussions of equations. You also need more than a general understanding of statistics; concepts such as correlation, regression, and model fit should not be intimidating to you. Some background in Physics will also be helpful, especially if you already understand the equation of oscillatory motion.

0 of 0 people found the following review helpful.
A Mathematical Model for the Fracture Mechanics of Stock Markets
By Ashok K. Vaish
An excellent book that uses mathematical models of critical events from physics and applies them to stock market crashes. Sornette claims that market crashes leave a distinctive precursor signal in market price data that can be measured to predict the crash. If you are mathematical enough to follow at the level of high school math this book presents an insightful picture about the log periodic power waves that emerge in stock price time histories when bubbles form. These can be statistically detected and are a very good predictor of a crash.

16 of 18 people found the following review helpful.
Very convincing
By Dr. Lee D. Carlson
Buy low and sell high: In trading stocks this cliché is obvious, but its ramifications can be extremely painful for all those involved, as well as many who are not, especially when a large collection of traders act in concert and engage in massive sell-offs. Financial bubbles, stock market crashes, and out-of-control speculation have been the subject of countless books and research papers and dozens of Hollywood movies, and mathematicians, economists, systems analysts, and financial engineers have spent thousands of hours of time attempting to understand and predict financial meltdowns, all with varying degrees of success. Some of these researchers have argued that it is the large-scale, collective properties of the financial markets that must be understood if stock market crashes are to be predicted or at least anticipated quantitatively.

The author of this book, a geophysicist by training, is one of these and has taken the "buy low-sell high" strategy and some straightforward mathematical constructions to give an interesting and plausible explanation of why stock markets crash. Intuitively, traders synchronously try to buy low and sell high, and a "herding effect" results in a rapid sell-off that results in a market crash. This behavior is analogous to what one observes in physical systems that are close to a `critical point', where they can undergo `phase transitions' and their behavior as they near the critical point has been shown to be "universal" in the sense that quantities called `scaling exponents' can be calculated explicitly and measure the "universality" of the systems near the critical point.

Naturally the stock market crashes of 1929 and 1987 are ones that that will stand out in every reader's mind and ones that must be test examples for the author's assertions. He discusses these two examples and many others in enough detail that a convincing case is made. The techniques he uses however are out of the mainstream of econometrics, and no doubt some in this mainstream will there be highly skeptical of his conclusions. The physicist-turned-financial engineer however will be delighted, as there will be many familiar concepts and constructions throughout the book. There may be a few new ones to such a reader however, such as `algorithmic complexity' and `computationally irreducible'. The clarity of the author's writing and the many real-world examples that he employs makes the assimilation of these concepts and others much more palatable than would be the case in a standard mathematical monograph on the subject. In addition, the techniques he uses can be applied to areas of finance that are not discussed in the book, such as the mortgage "antibubble" in net credit losses for second-lien (HELOC) loans that began in the second quarter of 2006. And with respect to applications, the author is honest enough to note that he refrains from discussing many of them in detail since his involvement in them is strictly proprietary. Most refreshingly, charts, graphs, and tables appear throughout the book, as would be necessary in the validation of any algorithm or predictor in financial theory.

There are also many interesting "toy models" in the book that enhance the didactic quality. One of these concerns the dependences that can occur in successive price variations. The author constructs a model where there is zero correlation but where one can predict the current price variation with an accuracy of over 50% by only knowing the variations in the past two days. This example serves as a good counter to the idea that the frequency distribution and two-point correlation function must always be non-zero in order to obtain successful prediction. The author goes on to use this example to show how "drawdowns", rather than the correlation structure, play the predominant role in measuring price changes. This example, among others, also illustrates the author's belief that the "standard" models in the financial industry have great difficulty in dealing with large financial crashes.

Although the author uses somewhat elementary mathematics in the book, its implications are profound. One will find for example discussions of log-periodic oscillations in hierarchical systems, the renormalization group, and complex fractal dimension. Central to the author's case is the concept of discrete scale invariance, which is a specialization of the continuous case, and which is manifested in real data by log-periodic oscillations. These should be viewed as corrections to simple power law scaling. The author discusses a few natural systems that exhibit log-periodicity, such as bats and dolphins, and in evolutionary biology. He also discusses other examples in mathematics such as the Newcomb-Benford law. Pre-crash stock market data is fitted to expressions that have log-periodic corrections to a pure power law and the validity of the fits discussed in great detail. The author's arguments are powerful and convincing, and the formalism that he outlines needs to be part of every financial analyst's toolbox.

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