How should I list my advisor's name on a talk I am giving about our joint work?

A common way to address this kind of problems is to highlight on the title slide who is the speaker among the authors (e.g., by underlining, bolding or by assigning a different colour).

For instance, you can write the list of authors as

A. Boss, H. Student

If you are in mathematics, there is no notion of "first author", so you can ignore alphabetization. You can put your own name on the first slide as you normally would, and then elsewhere on the slide add "Joint work with XXXX." Here's an example from a slide talk I gave: