A/V doesn't protect against a lot of this stuff. Malwarebytes has a new anti-exploit beta for us Windows folks.
From the FAQ:
17- What techniques does MBAE use to detect and block exploits?
MBAE incorporates multiple exploit detection and blocking techniques at different stages of the typical exploit attack to provide a truly complete solution against all types of current and future exploits.
Stage 1 Layer: This layer of MBAE incorporates multiple techniques to detect and block exploits during stage 1 of the exploit attack, before the shellcode is allowed to run. In some cases, MBAE detects and prevents exploits before the operating system Data Execution Protection (DEP) protection.
Stage 2 Layer: This layer of MBAE incorporates multiple memory protection and payload execution techniques which prevent exploits from executing their stage 2 payload, thereby protecting the computer even if operating system protections and stage 1 protection techniques have been bypassed.