- Understanding deep learning by Prince[1]

- Deep learning - Foundations and concepts by Bishop[2]

- Deep learning architectures - mathematical approach - Calin[3]. Though each chapter seems to only have a handful of exercises.

- Mathematical theory of deep learning by Petersen et al[4]. Only handful of exercises each chapter as well.

I think Bishop is probably the best one, balancing between not too difficult but not too easy either.

[1] https://udlbook.github.io/udlbook/

[2] https://www.bishopbook.com/

[3] https://link.springer.com/book/10.1007/978-3-030-36721-3

[4] https://arxiv.org/abs/2407.18384