Go to the Dashboard and from the left menu, hover over Appearance. Click on Editor option from the drop down and find the file functions.php from the left side. Edit the file and add the following lines of code in it.

// Add Slideshare oEmbed

function add_oembed_slideshare(){

dnx_oembed_add_provider( 'http://www.slideshare.net/*', 'http://api.embed.ly/v1/api/oembed');

}

add_action('init','add_oembed_slideshare');