I am working on EEG signal. To analyze the signal I need to use DWT. Therefore I need good reference books. If the book contains MATLAB implementation of DWT that will be more helpful.
(Some of this may belong in a comment, but I apparently can't do that)
I highly suggest Computer-Based Exercises for Signal Processing Using MATLAB (McClellan, Burrus, Oppenheim, Parks, Schafer). It contains numerous practice exercises and when coupled with the MATLAB SP Toolbox and MathWorks documentation would get you on the right path. I can't recall if it specifically goes over the DWT, but I will check tonight and edit the post.
Also, if you could explain what you plan on using the DWT for, it would be easier to help. It's a very rarely used transform compared to something like a Discrete Cosine Transform (which seems to accomplish similar goals, so I recommend considering it as a replacement). Without more information, I'm not really sure what beyond the Wikipedia article would be useful.