The third is not. And there is a fourth method that we usually are not taught. Conduction involves solid objects touching each other. Heat is just atoms and molecules in motion. In a solid, they vibrate in place and bump each other, so heat transfers slowly.
Convection involves liquids flowing in a container.
That makes the hot fluid less dense than the cold fluid, and the cold fluid slides under, pushing the hot fluid to the top. Radiation involves electromagnetic radiation, light waves, being emitted by one body and absorbed by another, like holding your hand in the sunlight. Since nothing is heavier or lighter, nothing falls and everything floats. Diffusion is the kind of heat transfer which becomes important. The hot atoms and molecules will slowly push their way into the crowd of colder atoms and molecules and gradually spread the heat over a wide area.