I missed one interesting Persian loanword in Hebrew. The full moon before spring equinox (the current full moon is sneaking in just before equinox, so Passover is not for a month, at one of its latest possible positions) is called Purim and the book of Esther claims this is from pur, a Persian word for "lot", because a date for massacring the Jews was picked randomly by casting lots: the theme of the holiday, as with most Jewish holidays, is "They tried to kill us; we're still here; let's party!"
If pur was ever a Persian word for "lot", it is an obscure one, otherwise not known. An older text from the Hasmonean period (unfortunately I can't find the reference right now) called the holiday Pherurim, and this makes perfect sense coming from Persian perwar/ferwar, their end-of-winter holiday at the last full moon before Nawruz (equinox). The Persian calendar drifted: the Sassanian Empire adopted the simple Egyptian calendar of 12 30-day months, plus 5 extra days, no leap-day; so it wandered against the seasons until Omar Khayyam introduced leap-days, as noted in this stanza from the Rubaiyat:
Ah, but your calculations, people say,
Reduced the year to better reckoning-- Nay,
'Twas but striking from the almanac,
Unborn tomorrow and dead yesterday
Unfortunately when the drift was stopped, the calendar was left with everything at the exact opposite season from where it had been intended, so Zoroastrians now have Ferwar in August! But the word is cognate to Latin Februalia from which we get English February (and to words like fervor and fever); the Roman celebration involved all the men running naked in the cold carrying whips, and trying to whip the women (it was lucky to get hit; this meant the woman would become pregnant that year). We don't know many details of the ancient Persian Ferwar, but presumably it involved the same kind of rule-breaking licentiousness found in "Carnival" or other "Festival of Fools" celebrations in late winter, in cultures all over the world. In Rome, Februalia was supposed to symbolically end the year; when New Year's was moved from March back to January, Februalia lost its importance and Saturnalia became the "Festival of Fools" when people were allowed to get away with things they ordinarily wouldn't.
Purim is marked by dressing up in costumes (somewhat like American Halloween), staging silly skits, and getting very drunk. You are supposed to drink so much you "can't tell Haman from Mordecai" (the villain from the good guy, in the story the skits are supposed to retell). The purpose of both the masking and the drinking is to give people excuses to get away with breaking the rules (you can pretend that nobody knows who you are, or hope that nobody will remember more than blearily what you did). Neither of these features of the holiday seem to have much of anything to do with the "Esther" story and are perhaps inheritances from the Persian holiday it was based on.