We discuss the ideal gas like models of a trading market. The effect of savings on the distribution have been thoroughly reviewed. The market with fixed saving factors leads to a Gamma-like distribution. In a market with quenched random saving factors for its agents we show that the steady state income ($m$) distribution $P(m)$ in the model has a power law tail with Pareto index $\nu$ equal to unity. We also discuss the detailed numerical results on this model. We analyze the distribution of mutual money difference and also develop a master equation for the time development of $P(m)$. Precise solutions are then obtained in some special cases.
