Here’s a thread with a bibliography. Note that a lot of people contributed, so it might help to read the whole thread, not just the first post.

Of the books in the first post, I believe that *Goodfellow et al* is the one that shows the most math. But it’s a DL book that shows math as opposed to a “math book”. If you’re looking for pure math, then you actually need a number of books since there are lots of areas of math required here (Linear Algebra, Multivariate Calculus, Probability Theory, Numerical Analysis and so forth).

Here’s a thread with some references about math topics you need to understand the derivation of back propagation.