In order to know whether you need a anti exploit security application, one needs to understand what a exploit really is.
In todays market users are being spammed with: You need anti this and anti that.
While generally users do just need a allround protection, most of these scare marketing tactics are just generated to generate money.
Does that mean that everything said is bull? Hell no.
Exploits and zero day attack (which is almost the same) are a really serious danger that can and will penetrate your system, if you do not maintain 5 basic principals.
1: Run a legit & updated OS.
2: Run legit updated software.
3: Run a internet security solution and act upon "security" warnings given.
4: If a warning is given and you do not know what to do? Use google.
5: Only download software from verified sources (preferably the developers or companies homepage)
If you follow the above very basic steps, then 8 out of 10 exploits will not reach you.
Often ISP companies and security companies do discover a exploit that potentially could affect millions, yet in most cases ISP companies will filter the "malicious" cullprit within 36 hours from their networks till a patch is available that will fix the security problem on a OS level. Which means that usually you only have to survive lets say 1 week (to be on the safe side) and imo a Internet Security Solution like: Kaspersky, Norton, Sophos, Eset (just to name a few) will do their job just fine specially if you honour the 5 above steps.
So what is a exploit?
An exploit or zero day is an attack on a computer system, usually one that takes advantage of a particular vulnerability that the system offers to intruders.
This either can be software related security flaws or even hardware flaws creators and discoverers take pride in keeping tabs of such exploits and post their exploits (and discovered vulnerabilities) on a Web site to share with others.
Where an exploit takes advantage of a weakness in an operating system or vended application program, the owners of the system or application issue a "fix" or patch in response. Usually patches are being released by a update function within the program, or being distrubuted by security software like your internet security solution.
With the above in mind, i venture to say that the general computer user does not need a dedicated tool to detect these malicious problems, as your internet security application in most cases got it already covered. Another very important factor is that these exploits and zero day attacks in 7 out of 10 times do need user actions before they can attack the system in the first place.
I hope this helps.