Some useful math methods books:

M Abramowitz and I E Stegun, Handbook of Mathematical Functions,  (National Bureau of Standards, AMS 55, 1964)

George Arfken, Hans Weber, and Frank E Harris, Mathematical Methods for Physicists, Seventh Edition (Academic Press, 2012).

Dean G. Duffy, Green's Functions with Applications, Second Edition (Chapman and Hall/CRC Press, 2015).

Jon Mathews and Robert Walker, Mathematical Methods of Physics, Second Edition (Addison-Wesley, 1971).

W H Press, S A Teukolsky, W T Vetterling, and B P Flannery, Numerical Recipes, (Cambridge University Press, 2002).

Other E&M books:

Asim Orhan Barut, Electrodynamics and Classical Theory of Fields and Particles (Dover, 2010).

Sandra C. Chapman, Core Electrodynamics (Taylor & Francis, 2000).

Richard P. Feynman, Robert Leighton, and Mathew Sands, The Feynman Lectures on Physics, Volume II (Addison-Wesley, 1964).

D. J. Griffiths, Introduction to Electrodynamics, Fourth Edition (Pearson, 2013).

Mark A. Heald and Jerry B. Marion, Classical Electromagnetic Radiation, 3rd edition (Brooks Cole, 1994). [1]

John David Jackson, Classical Electrodynamics, Third Edition (Wiley, 1999) [Jackson errata]. 

L. D. Landau and E. M. Lifshitz, The Classical Theory of Fields, Fourth Revised English Edition.

Course of Theoretical Physics Volume 2 (Pergamon, 1975, 1987, 1997). [1]

L. D. Landau, E. M. Lifshitz, and L. P. Pitaevskii, Electrodynamics of Continuous Media, 2nd edition.

Course of Theoretical Physics Volume 8 (Pergamon, 1960, 1984, 1993). [1]

Francis E. Low, Classical Field Theory (Wiley, 1997). [1]

Fulvio Melia, Electrodynamics (University Of Chicago Press, 2001) [1]

W. Panofsky and M. Phillips, Classical Electricity and Magnetism, 2nd edition (Dover, 2005).

Edward Purcell and David Morin, Electricity and Magnetism, 3rd edition (Cambridge University Press, 2013).

Julian Schwinger, Lester L. DeRaad, Jr., Kimball A. Milton, and Wu-yang Tsai, Classical Electrodynamics (Perseus 1998). [1]

Davison Eugene Soper, Classical Field Theory (Dover, 2008). [2]

Andrew Zangwill, Modern Electrodynamics (Cambridge University Press, 2013) [Zangwill errata].

[1] Gaussian units; [2] Lorentz units