Paraboloid is the surface of revolution of the curve parabola.
ParametricPlot3D[{u, v, (u*u + v*v)}, {u, -1, 1}, {v, -1, 1}]
Other algebaric surfaces that has cross-sections of conic sections are: ellipsoid, paraboloid, hyperbolic paraboloid, hyperboloid of one sheet, hyperboloid of two sheets.
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