  In this paper we continue our descriptions of stock markets in terms of some
non abelian operators which are used to describe the portfolio of the various
traders and other {\em observable} quantities. After a first prototype model
with only two traders, we discuss a more realistic model of market with an
arbitrary number of traders. For both models we find approximated solutions for
the time evolution of the portfolio of each trader. In particular, for the more
realistic model, we use the {\em stochastic limit} approach and a {\em fixed
point like} approximation.
