Find the unique ID for the stadium, and then go to this folder: \steamapps\common\Football Manager 2015\data\db\1530\lnc
Create a document or edit one of the ones already there, this should be added:
"STADIUM_NAME_CHANGE" unique-ID "new stadium name" ""
Remember all the " must be where I typed.
Save document as an .lnc file or just replace the edited one.
Start up FM and play your game, the stadium should be renamed.
If you have several games, this will affect all games. So every stadium with that unique-ID will be renamed in every game. If you want to avoid you need to keep remember removing this file from the folder or remove the added info from the file.