The Duchess got her copy at the terrific Children Charities Resale Store on Barrington. It's a first edition, signed by Nick Dunne, and as a bookmark it still had the invitation for a party in honor of the books' publication, held at the now-closed Chasen's.
Mr. Dunne didn't just write glitzy novels, of course. He also covered celebrity criminal trials and followed the comings and goings of the overprivileged in society. To do that one naturally must live among them, which he did until his death in 2009. He kept a pied-a-terre at 155 E. 49th Street in New York (just a stone's throw from Mama Mexico!), a one bedroom with a wraparound terrace. Not too shabby.
Apartment photos from Luxist.