For the financial industry, it is of paramount importance to understand the statistical features of price processes. While statistical models can reproduce empirical findings, they cannot give insight into the causal relationships and the market's response to a changing environment. Microscopic models of financial markets are an approach to understand the underlying mechanisms determining the market behaviour. In this book, we give an introduction to the basic idea of microscopic modelling with a particular focus on the "Opinion Game," a microscopic market model introduced by Bovier, erny and...