Are you able to provide some suggestions for resources to get started with non-flat volatility modelling? The models I am interested in are the likes of CEV, Heston, SABR etc.
I have tried looking into Gatheral's The volatility surface. A practitioner's guide but it is a little too heavy so looking for something ideally more approachable.
I am looking for "first course in local and stochastic volatility modelling" really to get me started in this space. Thanks in advance for recommendations!