Hi Allessia,
unfortunately there is no such option built into Wordpress, so you will need a workaround.
One option would be to edit the templates to output all of the content to one single page or you could write a script to export every article to separate pdf files (and merge them with a PDF tool afterwards). Both options would require some programming skills. And you will still have the problem that the pagination of the pages might be a little odd. Depending on what you mean by "a book", it might be a better idea to just export the contents of you blog and use a proper DTP programm (e.g. Indesign or even Word) for the layout and adjustments.
I don't know if there is probably a plugin outhere doing the job ... But the output would most likely not be something that you would call a professional "book".
Ich werde von Ihren Ratschlägen profitieren. Sie sind sehr nützlich und ich schätze Ihr Wissen. Ich grüße Sie.