Since you are a physicist, I presume you are mostly interested in vector calculus and the book for that is:
div, grad, curl and all that: an informal text on vector calculus
the author is h.m. Schey
If you want to review the other things, like coordinate systems, partial derivatives, multivar chain rule, taylor series, lagrange multipliers, then I recommend to you the book by Boas, Mathematical Methods in the Physical Sciences.
Edit: both books have loads of exercises, and are especially well suited towards self-study (the target audience is undergraduates).
