Kamis, 25 Juli 2013

[L696.Ebook] Fee Download Nutrition and Diet Therapy for Nurses, by Sheila Tucker, Vera Dauffenbach

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Nutrition and Diet Therapy for Nurses, by Sheila Tucker, Vera Dauffenbach

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Nutrition and Diet Therapy for Nurses, by Sheila Tucker, Vera Dauffenbach

Nutrition and Diet Therapy for Nurses will be a staple in your nursing library. Encompassing all aspects of nutrition, from the foundation of nutrition principles to the medical nutrition therapy, it presents a solid, evidence-based approach to nutrition.�

Now, more than ever, it is crucial that nurses know how to interpret the science of nutrition and its role in health maintenance and disease. This new book helps the reader sift through the evolving field of nutrition, with information coming from the media, marketing promotions, the neighbor’s advice, and internet information.�The easy-to-understand organization and features that focus on the latest evidence make this book comprehensive, while at the same time fun to read. Among the many useful chapter features, the reader will find:

  • Evidence-Based Practice boxes that analyze the latest research in the field.
  • Nursing Care Plans will correlate key concepts of the chapter with the nursing process.
  • Hot Topics give the reader an overview of trendy nutrition topics and present the latest research
  • Client Education Checklists are quick reviews of the major patient teaching points presented in the chapter and serve as a guide to implementing patient education.
  • NCLEX-RN�-style questions for each chapter give readers a chance to review the material.

  • Sales Rank: #527879 in Books
  • Published on: 2010-01-13
  • Original language: English
  • Number of items: 1
  • Dimensions: 10.80" h x 1.10" w x 8.20" l, 2.85 pounds
  • Binding: Paperback
  • 656 pages

Review

�Most textbooks that I have read or used use the terms “learning objective”.� While there is nothing wrong with this, I feel that the author of this book personalizes the issue of learning for the reader.

The “Did You Know” opener-- Fun, interesting facts that draw the reader into the chapter.� You are not starting off with somewhat dry, hard to read material that tends to turn readers off. � The writing style —very readable, flows nicely, comprehensive content. � …..much better because of the specific examples used and the strong patho throughout the chapter. � The content, even from the objectives, has a positive, health promotion focus � NCLEX questions — variety, simplicity and clarity in content and format

From the Back Cover
"Nutrition and Diet Therapy for Nurses" will be a staple in your nursing library. Encompassing all aspects of nutrition, from the foundation of nutrition principles to the medical nutrition therapy, it presents a solid, evidence-based approach to nutrition. Now, more than ever, it is crucial that nurses know how to interpret the science of nutrition and its role in health maintenance and disease. This new book helps the reader sift through the evolving field of nutrition, with information coming from the media, marketing promotions, the neighbor's advice, and internet information. The easy-to-understand organization and features that focus on the latest evidence make this book comprehensive, while at the same time fun to read. Among the many useful chapter features, the reader will find:

  • Evidence-Based Practice boxes that analyze the latest research in the field.
  • Nursing Care Plans will correlate key concepts of the chapter with the nursing process.
  • Hot Topics give the reader an overview of trendy nutrition topics and present the latest research
  • Client Education Checklists are quick reviews of the major patient teaching points presented in the chapter and serve as a guide to implementing patient education.
  • NCLEX-RN(R)-style questions for each chapter give readers a chance to review the material.

About the Author

Sheila Tucker

Sheila Buckley Tucker graduated with a B.S. in Food and Nutrition and an M.A. in Healthcare Administration from Framingham State College in Massachusetts. She is board certified in sports nutrition from the American Dietetic Association. As a registered dietitian for over twenty-five years, Sheila has provided clinical nutrition care to patients and clients in a variety of settings, including as an in-patient clinical dietitian specializing in critical care, nutrition support, renal nutrition, cancer care, and medical/surgical care. She has also provided nutrition education as a consultant to corporate wellness programs and area colleges. She has over twenty years of teaching experience at the undergraduate and graduate level in several Boston area colleges and nursing schools. At Boston College, Sheila combines an on-campus clinical nutrition practice, specializing in both sports nutrition and disordered eating, with teaching nutrition in the Connell School of Nursing. She is a contributing author to many nursing textbooks.

Vera Dauffenbach

Vera Dauffenbach, EdD, MSN, RN, has a bachelor’s degree from Macalester College and a master’s degree in nursing from Pace University. Her doctorate in educational leadership is from Western Michigan University.� She has been a faculty member in the baccalaureate nursing programs at Grand View College in Des Moines and Maryville College (now University) in St. Louis.� At present, she is an associate professor and director of the graduate program at Bellin College in Green Bay, Wisconsin.� She has broad classroom and clinical teaching experience on all levels of the undergraduate curriculum, with a special interest in nutrition and pediatrics.� At the graduate level, she teaches courses in nursing theory and leadership.� Her research interests relate to critical thinking and leadership development.� She has contributed extensive NCLEX-style test questions for nursing textbooks.� She is a past board member of the Wisconsin League for Nursing and president of Kappa Pi-at-Large Chapter of Sigma Theta Tau International.

Most helpful customer reviews

0 of 0 people found the following review helpful.
It was required!
By Evie Evie
Not necessarily your 'curl up and read a good book,' book, but, it's required reading, has some useful information & explanations.

0 of 0 people found the following review helpful.
Three Stars
By Hiker
required text for Nursing Program courses...did not use much

2 of 4 people found the following review helpful.
Great
By TBonds
This book is great. It was changed this semester from the book they had last semester and it is a wya better book. The chapters are easy to read and it applies to the nursing major, rather than a normal nutrition book for anyone.

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Rabu, 24 Juli 2013

[L959.Ebook] Free Ebook Day of the Dead 2017: 16-Month Calendar September 2016 through December 2017, by Editors of Rock Point

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Celebrate the Day of the Dead all year long with this beautiful tribute to the Mexican folk tradition.

In traditional Day of the Dead celebrations, sugar skulls are given as gifts to the living and adorn the altars of the deceased. With their toothy grins and bright colors, the artwork featured in the Day of the Dead 2017 pays homage to the ancestors and history behind the tradition. This 16-month wall calendar allows you to enjoy gorgeous, vibrant sugar skull artwork year-round!

  • Sales Rank: #73070 in Books
  • Brand: Motorbooks
  • Published on: 2016-08-15
  • Format: Wall Calendar
  • Original language: English
  • Number of items: 1
  • Dimensions: 12.00" h x .13" w x 12.00" l,
  • Binding: Calendar
  • 24 pages
Features
  • Mexican Art
  • Height: 12.000 inches. Width: 12.000 inches.
  • Manufactured by: Motorbooks

About the Author

Rock Point Gifts & Stationery: Innovative Gifts for Stylish, Passionate, and Creative Lives

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0 of 2 people found the following review helpful.
Five Stars
By Deb
this is for my daughter.

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Jumat, 19 Juli 2013

[X731.Ebook] Ebook Jacked Journals: Original, Get Shit Done (Journal / Notebook / Diary) (Blue / Purple) (Watercolor), by Jacked Journals

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  • Sales Rank: #1517720 in Books
  • Published on: 2017-04-03
  • Original language: English
  • Dimensions: 8.00" h x .42" w x 5.00" l,
  • Binding: Paperback
  • 186 pages

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Selasa, 16 Juli 2013

[S949.Ebook] Ebook Download Financial Risk Forecasting: The Theory and Practice of Forecasting Market Risk with Implementation in R and Matlab, by Jon Danielsson

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Financial Risk Forecasting: The Theory and Practice of Forecasting Market Risk with Implementation in R and Matlab, by Jon Danielsson

Financial Risk Forecasting is a complete introduction to practical quantitative risk management, with a focus on market risk. Derived from the authors teaching notes and years spent training practitioners in risk management techniques, it brings together the three key disciplines of finance, statistics and modeling (programming), to provide a thorough grounding in risk management techniques.

Written by renowned risk expert Jon Danielsson, the book begins with an introduction to financial markets and market prices, volatility clusters, fat tails and nonlinear dependence. It then goes on to present volatility forecasting with both univatiate and multivatiate methods, discussing the various methods used by industry, with a special focus on the GARCH family of models. The evaluation of the quality of forecasts is discussed in detail. Next, the main concepts in risk and models to forecast risk are discussed, especially volatility, value-at-risk and expected shortfall. The focus is both on risk in basic assets such as stocks and foreign exchange, but also calculations of risk in bonds and options, with analytical methods such as delta-normal VaR and duration-normal VaR and Monte Carlo simulation. The book then moves on to the evaluation of risk models with methods like backtesting, followed by a discussion on stress testing. The book concludes by focussing on the forecasting of risk in very large and uncommon events with extreme value theory and considering the underlying assumptions behind almost every risk model in practical use – that risk is exogenous – and what happens when those assumptions are violated.

Every method presented brings together theoretical discussion and derivation of key equations and a discussion of issues in practical implementation. Each method is implemented in both MATLAB and R, two of the most commonly used mathematical programming languages for risk forecasting with which the reader can implement the models illustrated in the book.

The book includes four appendices. The first introduces basic concepts in statistics and financial time series referred to throughout the book. The second and third introduce R and MATLAB, providing a discussion of the basic implementation of the software packages. And the final looks at the concept of maximum likelihood, especially issues in implementation and testing.

The book is accompanied by a website - www.financialriskforecasting.com – which features downloadable code as used in the book.

  • Sales Rank: #1254558 in Books
  • Published on: 2011-04-25
  • Original language: English
  • Number of items: 1
  • Dimensions: 9.90" h x .80" w x 6.90" l, 1.44 pounds
  • Binding: Hardcover
  • 294 pages

From the Inside Flap
"More than ever risk managers in financial institutions have to assess the risk of financial products and portfolios in a rigorous way. With his new book, Professor Danielsson has risen to the task and produced a great book that combines his expertise with years of teaching market risk at LSE and other major universities. With perfect timing, this book achieves two objectives the academic and scientific community had to face: on the one hand it addresses the latest analytical techniques in the exact computation of risk measures, their use and their limitations, and on the other hand it considers the issue of risk pricing during a crisis. A real accomplishment and a must read for both risk professionals and students in the quantitative finance track."
Xavier Freixas, Universitat Pompeu Fabra

"I believe that this book covers the spectrum of quantitative techniques that any student of risk management should cover. The book moves gradually from traditional risk measures to downside risk measures and their application in stress testing. Advanced estimation of volatility models and use of extreme value theory are not eschewed and are the way to go for scenario analysis. A great added value of the book is the programs for all routines both in R and MATLAB�. The book ventures into the barren area of endogeneity of risk drivers. If I have to make a prediction, I would venture that this will keep scientists and markets busy for years to come. In short, a highly recommended book for any student of modern risk management techniques and their uses."
Professor Casper de Vries, Chair of Monetary Economics, Departments of Economics and Business, School of Economics, Erasmus University Rotterdam

"This is an outstanding book on empirical finance. I wholeheartedly recommend it."
Professor Oliver B. Linton, Professor of Econometrics, London School of Economics

"Financial Risk Forecasting is a tour de force. It is one of those rare works which successfully combine accessibility with academic rigour; it is copiously and most informatively illustrated. The addition of computer code, in commonly-used programming languages, for the implementation of concepts and techniques demonstrates a profound understanding of practical issues. With risk-based regulation now dominating the financial landscape post-crisis, this book is a timely and authoritative resource for both students and practising financial analysts, of whatever stripe. It will join that select group of works on my bookshelf that have become dog-eared from repeated use over the years."
Con Keating, Market Structure Commission, European Federation of Financial Analysts' Societies

From the Back Cover
Financial Risk Forecasting is a complete introduction to practical quantitative risk management, with a focus on market risk. Derived from the author's teaching notes and years spent training practitioners in risk management techniques, it brings together the three key disciplines of finance, statistics and modeling (programming), to provide a thorough grounding in risk management techniques.

Written by renowned risk expert J�n Dan�elsson, the book begins with an introduction to financial markets and market prices, volatility clusters, fat tails and nonlinear dependence. It then goes on to present volatility forecasting with both univatiate and multivatiate methods, discussing the various methods used by industry, with a special focus on the GARCH family of models. The evaluation of the quality of forecasts is discussed in detail. Next, the main concepts in risk and models to forecast risk are discussed, especially volatility, value-at-risk and expected shortfall. The focus is both on risk in basic assets such as stocks and foreign exchange, but also calculations of risk in bonds and options, with analytical methods such as delta-normal VaR and duration-normal VaR and Monte Carlo simulation. The book then moves on to the evaluation of risk models with methods like backtesting, followed by a discussion on stress testing. The book concludes by focusing on the forecasting of risk in very large and uncommon events with extreme value theory and considering the underlying assumptions behind almost every risk model in practical use - that risk is exogenous - and what happens when those assumptions are violated.

Every method presented brings together theoretical discussion and derivation of key equations and a discussion of issues in practical implementation. Each method is implemented in both MATLAB� and R, two of the most commonly used mathematical programming languages for risk forecasting with which the reader can implement the models illustrated in the book.

The book includes four appendices. The first introduces basic concepts in statistics and financial time series referred to throughout the book. The second and third introduce R and MATLAB�, providing a discussion of the basic implementation of the software packages. And the final looks at the concept of maximum likelihood, especially issues in implementation and testing.

The book is accompanied by a website - www.financialriskforecasting.com - which features downloadable code as used in the book.

About the Author
J�n Dan�elsson has a PhD in the economics of financial markets and is a reader in finance at the London School of Economics. His research interests include financial stability, extreme market movements, risk, market liquidity and financial crisis. He has published extensively in both academic and practitioner journals, has consulted with a variety of private sector and public institutions, frequently gives executive education courses and has presented his work in a number of universities and institutions. In addition, he has been a frequent commentator of issues in financial markets in the media, appearing on CNN, the BBC, and many other TV and radio stations, with comments and op-ed pieces in newspapers like the Financial Times.

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6 of 7 people found the following review helpful.
A very good textbook for teaching the practice of forecasting financial risk in R
By Kris Boudt
R has always been my favorite language to forecast financial risk in my research and consulting. But, I have been reluctant to use it in my lectures on financial risk. It is certainly not the absence of appropriate R packages that refrained me. On the contrary, there is a large number of excellent R packages to forecast financial risk, for example, actuar, fPortfolio, QRMlib, VaR and PerformanceAnalytics, reviewed by Bernhard Pfaff at the 2010 R/Finance conference.

However, teaching the practice of forecasting financial risk in R, is more than showing the students how to read data in R and obtain "a number" by applying the function to their time series. It requires students to understand the statistical properties of financial time series, build models that accommodate the statistical features of the data, test the validity of their risk model and interpret the risk forecasts.

The book "Financial Risk Forecasting" by Jon Danielsson will be a very useful reference manual for my course. Let me illustrate this for the learning objective of calculating portfolio expected shortfall using dynamic conditional covariance estimates. Appendix B gives a hands-on introduction to inputting time series in R, work with vectors and matrices, and apply and write functions in R. There is even some attention given to efficient programming by avoiding loops when possible. Chapter 1 presents the statistical techniques used for analyzing prices and returns in financial markets, in particular the tools needed to illustrate the stylized facts of skewness, fat-tails, time-varying volatility and non-linear dependence between multiple return series. Once the properties of the time series have been understood, the models that accommodate the features of the data are introduced. Chapters 2 and 3 give a detailed overview on the specification and applications of univariate (normal and student t GARCH, APARCH) and multivariate GARCH models (in particular, the DCC model) and how to implement these in R. Chapter 4 then derives the formulas of Value-at-Risk and Expected Shortfall, for single assets and portfolios. Chapter 8 shows clearly how to backtest risk models using among others Bernouilli coverage tests.

There are many more interesting topics in the books. Chapters 6-7 focus on the estimation of risk of investing in bonds and options, with analytical methods such as delta-normal VaR and duration-normal VaR but also by simulation. Chapter 8 describes the implementation of stress tests. Some of the stress scenarios correspond to very large and uncommon events, requiring extreme value theory (EVT), which is discussed in Chapter 9. The book concludes with a warning that most risk models assume that financial risk is exogenous, but most financial crises have endogenous risk at their heart, where the behavior of financial agents amplifies the risk. Chapter 10 gives an intuitive explanation of endogenous risk and describes endogenous risk models. Finally, the book is supported by a clearly organized website ([...]) that allows discussions and code downloads.

I find the book pleasant to read. It presents theoretical material in an intuitive way, while still deriving key equations and discussing the issues in practical implementation with many illustrations, both in the form of numerical examples and figures.

In summary, "Forecasting Financial Risk" strikes an excellent balance between the theory and practice of financial risk forecasting. It combines the programming, financial and statistical aspects of forecasting financial risk in an accessible way. As the book moves gradually from financial time series analysis to modeling and forecasting risk in R, I would recommend it for teaching a computational finance oriented class on risk management. Also for experienced risk professionals, the book should be useful, as it covers the latest advances in forecasting risk.

4 of 4 people found the following review helpful.
Financial Risk Forecasting: The Theory and Practice of Forecasting Market...
By Pauly
The book is ok but each theme is treated with superficiality. With a title like that, you expect a certain type of content. The number of pages (250) are too few in order to treat properly this kind of topics. Moreover, even if the author provide an errata corrige the number of errors are embarrassing. Note also that the codes of chapter 3 "multivariate volatility models" doesn't work anymore probably due to MATLAB update.
I recommend this product only for an introduction.

7 of 9 people found the following review helpful.
Fall Short on Coding
By C. Ang
There is nothing new in the topics discussed in this book and you can get a fuller and better treatment of those topics in many other textbooks. The promise of this book is that it would provide code for implementing various models. Don't get me wrong, it does give R and MATLAB code for a decent amount of the material. However, these are mostly the basic models, such as GARCH(1,1), VaR, and Expected Shortfall.

However, where this book falls short is in providing code for more complex models (and these don't even have to be the real advanced models), in which any discussion related to programming is absent. For example, the book has a brief section on copulas with no code or any reference to programming issues or tips. If I wanted to read about copulas I would have chosen a different book, because the brief discussion of the subject matter doesn't cover the important points. What I wanted to see is R and MATLAB code or, at the very least, some programming discussion on the implementation of the code. For example, are there R or MATLAB packages, what assumptions are commonly used for hard to estimate variables, etc.

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Minggu, 14 Juli 2013

[T824.Ebook] Free PDF , by Terry Bisson Star Wars Boba Fett: Part 1-3 (The Fight to Survive,Crossfire,maze of Deception) (A Clone Wars Serie [Hardcover]From Sch

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  • Published on: 2007-12-17
  • Binding: Hardcover

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Kamis, 04 Juli 2013

[G467.Ebook] Ebook Linc (A Cocky Cage Fighter Novel), by Lane Hart

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Linc (A Cocky Cage Fighter Novel), by Lane Hart

Hi, my name's Linc, and I'm an MMA fighter who’s in love with a porn star.

Okay so maybe I'm not in love with Eve Kelly, but I'm completely freakin' obsessed with her, addicted even. Hell, I know that for years I've been using Eve as an escape from reality. Why? Because my heart was not only ripped out of my chest by my high school sweetheart, she crushed it into so many pieces that I still haven’t found them all.

But now it’s high time I stop lettin' the past haunt me and a porn star own me. And how exactly am I gonna do that? By confrontin’ my demons, or in this case one incredibly sexy demoness, I’ll finally be able to get my social life back.

I didn’t consider the possibility that I could fall even harder for her.


Claire

I've never been as mortified as I am in this very moment. The spotlights are blinding me as I stand on stage in nothing but a white thong bikini, all because my little sister Mandy, aka the kinky porn star Eve Kelly, is at the moment passed out in a hotel room, high as a kite. Since she owes a loan shark more than thirty thousand dollars, I agreed to fill in for her tour appearance tonight at one of the local strip clubs.

With only thirteen months between us, a few pounds, and slightly different shade of blue eyes, there’s nothing else preventing Mandy and I from passing as identical twins. In fact, the crowd of disgusting, perverted men doesn’t seem to have the slightest idea they’re actually being scammed. If I can just get through two hours of taking selfies with drunk bastards, I'll be able to go home, shower in Clorox, and get back to my normal life.

Or at least that was the plan, until a gorgeous MMA fighter paid a shitload of money for Eve to give him a private lap dance.

WARNING: THIS BOOK IS INTENDED FOR 18+ ONLY BECAUSE IT CONTAINS EXPLICIT SEX SCENES, ADULT LANGUAGE, AND SOME VIOLENCE!

  • Sales Rank: #17636 in eBooks
  • Published on: 2016-01-16
  • Released on: 2016-01-16
  • Format: Kindle eBook

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5 of 5 people found the following review helpful.
This series keeps getting better
By bookfreak
Oh wow where do i start? Linc is obsessed with porn star 'Eve Kelly', so when he sees she's coming to an event, he's determined to go meet her and get her out his system once and for all. Seeing her on stage, it's like she's a different woman, she seems uncomfortable and shy. Paying for a lap dance, Linc can't wait to get up close and personal with 'Eve'.....Except 'Eve' is really passed out on a bed and sister Claire is trying to get through her ordeal to help save her sisters a$$. Walking in to give a private dance, Claire isn't expecting the gorgeous, sexy MMA fighter to be the one waiting for her and sparks fly between them. This book has it all, it's hot, sweet, sexy and funny. I was crying with laughter within the first few pages, Linc is a one of a kind, mr all round perfect, kinda guy. Claire is a sweetheart, i loved her character, loved the way she was family first but i could have slapped her for keeping secrets. With a fantastic story that will keep you turning those pages, this is yet another brilliant book from this author. I don't know how she makes each Cocky Cage fighter better than the last but she continues to do so. Another 5 star book i can't wait for the next book

3 of 3 people found the following review helpful.
Mesmerizing, A Knockout
By Trudy Dowling
Lets get the technical stuff out of the way--I had the privilege of obtaining an ARC in exchange for an honest review. If I don't like a book, I don't finish it. Therefore no review. Linc was read until the beautiful epilogue came to an end. I still looked for more. Like a fine wine, this series just keeps getting better and better. I really liked Jax. Jude touched my heart, but Linc tops them both. If you haven't read this series what is stopping you?? It has romance, challenges, excitement, tension, men fighting with no shirts and getting sweaty, and some really super hot gorgeous drool worthy guys. If I could only use one word to Describe the book, it would be "mesmerizing". With Linc I got humor and lots of finger crossing for the outcome I wanted. I can't begin to express how happy I was when one of my wishes came true. Karma is a meany and its name is Linc. This book has the usual boy meets girl, boy looses girl, boy wins girl back concept. It is how it happens that makes this book so fantastic. From page one I snickered, I giggled, I swooned and I cried. I also got creeped out. One of the characters just gave me the heebie jeebies. Lane's detailed description had me wanting to shower in bleach. Creepy doesn't begin to describe the guy nicknamed Slick Rick by Linc.

2 of 2 people found the following review helpful.
Sweet Good Ol' Boy MMA fighter falls in love with Innocent Look-a-Like sister of a Porn Star
By Lightning City Book Reviews
"Linc" by Liana Hart - *****
I am so addicted to the MMA heroes in the Cocky Cage Fighters series, even though I don't enjoy really enjoy the sport. With every book I love the Hero of that one more than the previous one. Linc is the Sweet Southern Fighter with the Heart of Gold who has an Obsession for a porn star. He's not proud of it and he wants to get over it by any means possible. The Heroine is a Porn Star for a night ... or two ... or more against her will only because she shares the same looks as her sister the real porn star. It's on that first night of her substitution that the Heroine, Claire, meets the Hero, Linc. Linc appeared in the previous novel in the Cocky Cage Fighters series and was an adorable, funny, and Hot big brother character. I couldn't help falling in love with him. In this novel he shows what a true Romantic he is - he dives all in without looking. Claire is cautious and careful due to her sister and brother's penchant for trouble, she is surrounded by sharks. She's at the point where she's struggling to keep them from dragging her down. She is pushed to the point in which she feels she has to abandon her moral code in order to save her sister's screw up and pose as a porn star - she meets Linc. Their "Meet Cute" is a story that they are going to have to change for the grandkids. Their chemical reaction is immediate and truly combustible - we are talking e-reader melting HOT. They are thrown together by luck and at the same time used by dangerous sharks who bring them even closer. Just as they overcome a tragic even it also tears them apart.
I love this book in the Cocky Cage Fighter series! The character of Linc was my favorite in the previous novel. I'm a geek so when I learned that Linc's parents named him after the character in the video game "Zelda" I was a goner. Also, throughout "Linc" the character Jude calls him Zelda constantly - hilarious! But Lane Hart has created a sweet good ol' boy with a heart of gold MMA cage fighter. A true romantic and protector but an Alpha hero as well. Claire is a strong heroine the caretaker of her siblings constantly trying to keep them on the straight and narrow path - putting their needs before her own. Finding a good man like Linc is too good to be true - a Cinderella story. This book is sweet, sexy, and thrilling. The secondary characters - the other fighters at the gym, who you know are going to have their own novels - are awesome. I definitely love this series, each installment is better than the last.
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