The polarization of a dielectric medium depends nonlinearly on the amplitude of the electromagnetic field. Nonlinear dielectric media are suitable for frequency conversion of radiation. Nonlinear media can be crystals, glasses, liquids or vapors. We discuss: frequency multiplication; difference frequency generation; parametric oscillation; four-wave mixing; and stimulated Raman scattering. In connection with four-wave mixing, we show how the frequencies of a frequency comb can be determined.