What kind of name is Chessaray?

I just started watching The Borgias. It’s so distracting when Jeremy Irons and the actress who plays Lucrezia Anglicize the Italian names.

How the hell does Cesare get turned into Chessaray? It sounds like the board game or some sort of British salad ingredient…chickories?

Update: ernicai and agirlfullofangerandhope - thanks for the replies. I have taken some Italian language classes and I love Renaissance art, which is why I was interested in The Borgias TV series. So I also know that Cesare is supposed to be pronounced as che-ZAH-ray in Italiano. My questions is, why do the actors pronounce the name so weird, like not Italian-sounding at all? I know I am nitpicking the show… but don’t you find it oddly amusing that this show spent so much on making the sets and costumes look authentic and then made no effort to pronounce a main character’s name?