Maybe I am missing something, but building Boost.Math (or Boost in general) with CMake causes the components of math_c99 and friends to be missing. I don't see the libraries in CMakeLists.txt. Is that intended?
When I build with b2 the libraries are build and the CMake components are available...
EDIT:
(Re-)Adding support for these libraries in CMake appears to be quite trivial. I could provide a PR for that if required and wanted.