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As I just landed in the quantitative finance world, I would like to dig deeper into Volatility Surfaces construction. I have a good theoritical background ( I'm familiar with volatility models ) but I've never conducted a computational study of a volatility surface calibration. I would like to know if there's good resources, more computationally oriented, to put a step into this world ( Calibrating a local volatility fct, retrieving the break even, doing the work for different volatility models ... )

Lot of thanks :)

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