@Argentinean: Peking was called Nanjing ("capital of the south") or Yanjing, with reference to the State of Yan. In 1122 it was occupied by the Nüzhen, who founded the Jin dynasty, they moved there (1153) the imperial residence and called it Zhongdu ("central city").
Half-destroyed by Genghiz khān (1215), it was rebuilt (1264-69) by Qūbīlāy khān, founder of the Yuan dynasty, and took on the name of Dadu ("big city").
From 1417 Peking returned capital, with the name of Beijing («capital of the north») which it still conserves. So it was impossible that the Romans called it Peking, the few sources in latin text named that city as Thinae and the entire China as Seres (greek word for the land of chinese). The word Peking is incompatible with the Latin language. I found this to support my answer: many earlier Greek-Roman authors called THINAE (Θῖναι, or Σῖναι, Ptol. 7.3.6, 8.27.12), or THINA (Θῖνα, Arrian, Per. M. Erythr. p. 36), a capital city of the Sinae.
@Argentinean: I suppose that you're wrong.