Zevran will give it to you if you save him during Murder of Crows mission in Act III

In your ***

zevran gives you finesse i believe.

there isn't a matching dagger in the game.

Retrieve them, and return to Thedas. (Act 3)

The weaponsmith in the Gallows sells Spider's Heart in act 3. Not an exact match, but
close and a decent dagger.

Go download the visual add item mod for dragona ge (search google for it) then in game
after activating the console (again search google for how to do that) run the console and
type runscript vaddin finesse and u get another one.

in game after activating console type runscript vaddin champion. You will get the same
weapon as in intro