Linear and nonlinear optical properties in colloidal CdSe/CdS core/shell quantum dots with different sizes have been theoretically investigated in the framework of effective mass approximation. The electron states in colloidal CdSe/CdS core/shell quantum dots have been calculated using the finite element method. The intraband linear and nonlinear absorption spectra have been calculated for colloidal CdSe/CdS core/shell quantum dots with different sizes. In addition, the dependences of the linear and nonlinear refractive index change on the incident light energy have been calculated. In the last section of the paper the second- and third-order harmonic generation spectra have been presented.