Windows 10 was installed first on a non-formated disk using a non-UEFI BIOS.

A partition table (type msdos) and a partition for Windows were created manually during the installation of Windows. Windows automatically created a "System Reserved" partition (/dev/sda1) used for booting. Windows was installed into the second partition (/dev/sda2). Debian was installed into the third partition (/dev/sda3).

Problem: The GRUB entry created for Windows by the os-prober is wrong (e.g., has the wrong name).
Solution: Disable os-prober create a custom GRUB menu entry for Windows.

To disable os-prober add the following line to /etc/default/grub:

GRUB_DISABLE_OS_PROBER=true

Discover the UUID of the partition containing the Windows boot loader by executing the following command in terminal as root:

blkid /dev/sda1

The output will be something like this:

/dev/sda1: LABEL="System Reserved" UUID="1D584C40586B2873" TYPE="ntfs" PARTUUID="adc19fb9-33"

Use the UUID value to create a custom menu entry at the end of the /etc/grub.d/40_custom file:

menuentry "Windows 10" --class windows --class os {
   insmod ntfs
   search --no-floppy --set=root --fs-uuid 1D584C40586B2873
   ntldr /bootmgr
}

Update grub by executing the following command in terminal as root:

update-grub

Info on menuentry syntax:

References:

http://www.gnu.org/software/grub/manual/grub.html
http://unix.stackexchange.com/questions/115555/what-does-the-hint-option-in-grub2s-search-command-do
http://www.linuxcommand.org/man_pages/blkid8.html
https://wiki.gentoo.org/wiki/GRUB2/Chainloading#Probing