The assumption is that since you would be coming from a foreign country , you would be bringing foreign currency. I would be very foolish IMO to exchange your home currency for Thai baht at your home country because you get a terrible exchange rate . At least such is the case in the US.
Exchange a little bit at the airport to have enough to get around until you get to your final destination , and then exchange the rest there , I find Super-rich to have the best exchange rates. Make sure to bring clean , undamaged , unmarked bills , most places will not exchange bills that are old, marked or in any way damaged.
We now live here, but when we were in the US , we always went to the bank and asked for new , $100 bills.