Views slideshow + ajax content
Have a look at the Flex Slider module. It provides this functionality, but you might need to theme it a little bit. A screenshot similar to what you want is below. Note that you are not limited to pictures, but you can use any type of content in the display.



It is quite a hassle to start with at first, but I found these youtube videos very valuable:

Basic set-up instructions: https://www.youtube.com/watch?v=MboDby9-PCE

Theming guide: https://www.youtube.com/watch?v=-Jukg7UlSZA