To most people, there is no other name than that of Jesus by which we must be saved. But his name was really Yeshua. That’s the name used in the New Testament texts before they were translated into Greek and later Latin. During the translation process from Hebrew (and there is evidence to support that) Yeshua became Iesous in Greek and Iesu in Latin. Much later on, Iesu became Jesus.
As using Yeshua and other Jewish names in the play could cause significant confusion to those who have never heard them, we use the names as rendered in most English translations. For example: we use Jesus instead of Yeshua; Peter instead of Kefa; John instead of Yochanan; Judas Iscariot instead of Yehudah Ish Kyriot, Mary instead of Miriam and James instead of Yakov whose proper name rendered in English was really Jacob.