  We present a set of models of the main stylized facts of market price
fluctuations. These models comprise dynamical evolution with threshold dynamics
and Langevin price equation with multiplicative noise, percolation models to
describe the interaction between traders and hierarchical cascade models to
unravel the possible correlation accross time scales, including the
log-periodic signatures associated to financial crashes. The main empirical
knowledge is summarized and some key empirical tests are presented.
