Many mathematical objects and even theories are named after people, and most of the people with mathematical things named after them did not name said things after themselves. There is the famous anecdote that in a seminar David Hilbert had to ask what a "Hilbert space" was. Presumably Hilbert called it something else.
In fact, mathematics is full of things named after people. A very short and nowhere near complete list include the following:
Of course, there are also many mathematical objects with very mundane names. What are some examples of mathematical objects, preferably those involved in active areas of research, which retained the names given to them by their discoverers?