Ted:
This sort of peeling usually follows a strep throat or virus, but sometimes the fingers and/or palms peel spontaneously. In my experience it always subsides over a period of weeks to months. Moisturizing it, as you are doing, is the best approach. It isn't contagious, by the way.
Best.
Dr. Rockoff
I don't mean to scare you or anything, but my sister had this same thing happen. It was the early signs of something much worse (at least for her). A rare skin disease call Schlederma --check it out at least, as the disease took her life.
Good luck.