Start with the definition of conditional probability:
[tex]P(B|A) \equiv \frac{P(A\cap B)}{P(A)}[/tex]
and similarly,
[tex]P(A|B) = \frac{P(A\cap B)}{P(B)}[/tex]
Solving for [itex]P(A\cap B)[/itex] yields
[tex]P(A\cap B) = P(B|A)P(A) = P(A|B)P(B)[/tex]
Bayes' theorem derives directly from this.