The direct electro/magnetoencephalographic (E/MEG) problem consists of simulating the electromagnetic field produced by neuronal sources on the cortex. We compare two different methods for the resolution of this problem, from the point of view of computational complexity and accuracy. First, the finite element method (FEM), based on the discretization of the PDE in the entire head volume. Second, the boundary element method (BEM), discretizing the equivalent integral equations on the surfaces separating volumes with different electrical parameters. We also study the behaviour of BEM and FEM for the sources approaching the discontinuity in conductivity. We conclude that at the current state of investigation, for equivalent meshes, the FEM is significantly faster than BEM and provides similar or better accuracy.