While the (previously) accepted answer was correct, in the intervening years the industry has gone ahead by leaps and bounds... Two very good open-source and extremely actively developed options are
I am not taking exe literaly, but you can setup a desktop application with node-webkit which will basicaly run your webapp localy in a webkit browser. see http://strongloop.com/strongblog/creating-desktop-applications-with-node-webkit/
UPDATE - I just finished a freeware solution for this; check out Scriptonit, I think it's closest to what you need. But I'm surely biased so let's see all the others.