interfaith marriage

I am engaged to a wonderful man I met through work contacts about two years ago. He treats me very well, has a very promising career, and comes from a wonderful family. One issue stands out. He is Jewish and I am Baptist. My parents are very upset about this, though my finace's parents are fine with it. Our wedding ceremony will be officiated by both a rabbi and my pastor. We plan to attend each other's respective faith gatherings, and we believe it is a great way to stretch and grow. My parents have hinted that they may not attend the wedding, but the bottom line is that either way, we will marry, period. It is becoming a much bigger issue than necessary. We are highly compatible and have the same core values, but no amount of discussion will persuade them to give us their blessing. It has turned into a major drama. I am embarassed on behalf of my future inlaws for them to see the depth of bigotry my parents show.
I am very disillusioned by religious close-mindedness. In the name of their love for God they are being very hateful.