The nonlinear optical properties of semiconductor heterostructures, such as GaAsAl/GaAs alloys, are studied with analytic and numerical methods on the basis of quantum mechanics. Particularly, second and third-order nonlinear optical properties of quantum wells described by the various types of confining potentials are considered within the density matrix formalism. We consider a P&ouml / schl-Teller type potential which has been rarely considered in this area. It has a tunable asymmetry parameter, making it a good candidate to investigate the effect of the asymmetry on the nonlinear optical properties. The calculated nonlinear quantities include nonlinear absorption coefficient, second-harmonic generation, optical rectification, third-harmonic generation and the intensity-dependent refractive index. The effects of the DC electric field on the corresponding nonlinearities are also studied. The results are in good agreement with the results obtained in other types of quantum wells, such as square and parabolic quantum wells. The effects of the Coulomb interaction among the electrons on the nonlinear intersubband absorption are considered within the rotating wave approximation. The result is applied to a Si-delta-doped, square quantum well in which the Coulomb interaction among the electrons are relatively important, since there has been no work on the nonlinear absorption spectrum of the Si-delta-doped quantum well. The results are found to be new and interesting, especially when a DC electric field is included in the calculations.