[OS X TeX] math Cambria font

[juan tolosa]

A student asked me about how to use the math Cambria font; she needs this as a requirement to submit a paper. I have never tried this, so I used a basic example that I googled:

\documentclass{article}

\usepackage{unicode-math} 
\setmathfont{Cambria Math}



\begin{document} 


$a + b$


\end{document}

Apparently, one needs to typeset this using either LuaLaTeX or XeLaTeX, which I have never used either. (You can see my ignorance here is aismal.) I tried both, but I get the message that the font CambriaMath has not been found.
Any advice on what I am doing wrong would be appreciated.
Juan